The Xbox 360 should have been released with integrated wireless.
Unfortunately, it is yet another additional accessory that the consumer must purchase in order to maximise the potential of his/her game console.
You could use a wired ethernet cable (usually supplied).
How many people actually have their Xbox 360 right next to their router though? There is another alternative.
If you have a wireless laptop it is possible to connect your Xbox 360 to this device via an ethernet cable.
You are in a sense using the laptop's wireless connection to connect wirelessly to Xbox live.
There are two methods of achieving this: ICS or Network Bridge.
Internet connection sharing (ICS) works for some individuals, however not for all.
Network bridge requires a bit more configuring but should in theory function for most, if not all users.
When I refer to ICS and network bridge, these are network settings that can be adjusted on your windows based PC (xp or vista).
This method is incredibly cheap if you already own a wireless laptop, however there may be some technical issues such as an IP address conflict.
Usually to avoid IP conflicts it is necessary to assign a static IP address for both the Xbox 360 to avoid conflict with other wireless devices connected to your router.
This static IP address (can be configured via router admin software) must be mirrored in your Xbox live dashboard network settings.
If you require a step by step guide on this topic and more then click here: How to connect wirelessly to Xbox live with a laptop.