1. To be honest, I haven't found any significant difference between types of Wireless Network Adapter. I have an internal PCI card, three different USB adapters and, in a laptop, a PCMCIA card. USB adapters have the advantage that, with an extension cable, they can be located to get the best signal.
2. It isn't difficult. Locate a free PCI slot on the motherboard, remove the corresponding "blanking" plate at the back of the PC's case, then slot in the card and tighten its retaining screw. Be sure to "ground" yourself to avoid damaging components with static.
3. I have a Belkin USB dongle which has performed faultlessly with whatever I've used it with - various versions of Windows, Mac OSX, SuSE Linux etc.