We all know that it's best to use the wired ethernet, but sometimes that just doesn't work out. Use one of these 802.11n WiFi dongles, combined with my WiFi script(https://github.com/MiSTer-devel/Scripts_MiSTer/blob/master/other_authors/wifi.sh) to get up and running!
WiFi is not guaranteed to work on all networks, but these have been tested and found to work on my network. Sometimes, a reset and some patience is needed to get WiFi to connect, even after the credentials are correctly entered. Once connected, WiFi should perform perfectly for updates, and transferring small files.
If you want to transfer hundreds of MB / GB, wired ethernet or direct transfer to the micro SD card are preferred.