Wireless Lans work a treat, depending on what your setup is to be the equipment costs about £100 from most suppliers.
Required - Router / Pc or inbuilt network card for main desktop/pci wireless cards for remote desktop and PCMCIA cards for laptop. Can use USB adapters too.
Look at Practically networked click here for tips
Speed is fast, occasional reconnects needed when working remotely not having used the connection, eg. typing. Standards - 802.11B is slower than 802.11g but allegedly has shorter range.
Security and firewall setup can be a pain but if you work through it will come good in the end.