This is quite useful; click here
One thing they don't mention is to check which kind of broadband you have - if it's ADSL (broadband modem plugged into the phone socket) then you need a combined ADSL Router/Modem, if it's cable (same kind of connector as cable TV) then you need a DSL Wireless Router. ADSL here; click here
Cable here; click here
Dare I say it, but PCWorld's recently advertised Belkin wireless kit for £50 is a pretty good deal although of course it depends if it is compatible with your broadband system.