I actually print a lot via my wireless connection. Naturally a wireless router is a must and the printer can be hooked up to a main computer (that's always on) as a shared printer or you can attach it to a print server or if the printer is ethernet ready you can just plug that into your router and you will always have access to that printer regardless of which computers are on. It's very simple process.
Funny you ask about the speed, because I never did any tests. At first blush the speed shouldn't be affect accept possibly by huge files and then only during the spooling process. I've never noticed any delays in printing via my wireless connection.
Wireless router, pick one there's a lot of good ones by netgear, linksys, belkin etc. follow the router manufacturers instructions, networking can be done by a 6 year old day compared to 10+ years ago. Your printer will have instructions on wireless connections I'm sure, some printers not all the features work as far as preview printing or ink levels, YMMV