For a long time the most widely recommended WiFi dongle for the Pi was the Edimax EW-7811Un
. It's cheap, it works well, and doesn't need drivers (though you'll want to put "options 8192cu rtw_power_mgnt=0 rtw_enusbss=0" in /etc/modprobe.d/8192cu.conf, to tame the chip's overenthusiastic powersaving/sleep mode; more info here
The official Raspberry Pi USB WiFi Dongle
is also very good, needs no setup, and is what the folks who created the Pi use.
I've not seen the Element 14 Wi-Pi
that NEOhioPi recommends before - it looks pretty impressive (took a minute to talk myself out of ordering one "just to test" - I have plenty already).
I don't see much reason to look beyond these three for most normal uses.