Issues with wireless networking are almost entirely dependent upon the wireless card you have. Some cards have native support, for which, I've actually found it easier dealing with wireless than it is with windows. If you have an unsupported card, NDISWrappers works great, though it can be a pain to deal with when upgrading kernels.
The reason there is so much trouble with wireless cards is complex, but most of the problem can be layed at the feet of the FCC, which has regulations in place that the networking companies claim will not let them open up their cards for use with Linux. Personally I think their reasoning is not quite on the level, but we just have learned to deal with it.
The other problem is wireless security. As far as I could tell none of the distros I tried supported WPA2, or even WPA. I may have tried disabling security with a couple distros, but I was never able to connect and I'm not willing to give up security anyway.
It's a shame, because I had gotten curious and really wanted to try Linux as an experiment. I figured as long as I could boot and get online, I could look up how to do everything else. But I finally had to give up on it after enough web searching convinced me that it wasn't just me - Linux appears to make wi-fi tough on everyone.
The distros I tried and failed to get online with were Knoppix 4.0.2, MEPIS 3.4.3, Ubuntu 5.10, SuSe 9.3, and SuSe 10.0. If you know of one that is up to speed with native wi-fi support, by all means let us know.