Depends on the situation if its your house go for it just don't call the isp and say I did something and can not get on wireless anymore fix it or expect to pay a charge, as you should.
If this is for the DOD, don't be a fuckhead, wire in, disable that feature and pull your head out of your ass.
Situational question.
The big deal is if you change setting that change how your computer talks to the router, you may get kicked off, if its all easily reachable by you and you just have to get off your lazy ass and go wire in [or in most cases reconfig the wireless on the computer], no problem, if its locked in someones media room/closet and you have to go through a procedure to get it back up so people can use it like say in a business situation, consider the ramifications of your employment with that company if you take them down for HOURS needlessly becasue you just were too lazy to do it right. Also consider the situations policy, the DOD is not likley going to want people to be able to get into a wireless router config wirelessly, even if its just for visitors, they are going to want that secured where you have to go to the physical location and wire in so they can SEE the spies trying to do it.
Its all common sense, but my experience is a lot of IT guys lack this!
HEY unplug that power supply before you start cutting wires!
Why, I do this all the time?
Oh I don't know the PSU says .01 to .2 amps maybe?
GENIUS!
http://www.physics.ohio-state.edu/~p616/safety/fatal_current.html