Wireless Gaming for Desktop

[NinjaGhost]

I am looking to get a wireless adapter for my soon to be built gaming computer, and I'm a little lost as to what to look for in a wireless adapter.

My questions are:
-What kind of things should I look at when considering an adapter?
-Is there a difference between USB and PCI interface adapters?

Here are some ones that I'm considering.
http://i.imgur.com/kfVKJ.png

Thanks for the help