I just want to play Nintendo DS games online. The Nintendo Wi-Fi USB Connector costs $40 though which is a tad insane. Are there any cheaper peripherals just for this purpose?
(btw, I'm happy with my wired router otherwise).
(btw, I'm happy with my wired router otherwise).

You could probably get some usb wireless device bridged with your lan connection, but I really don't know about prices of such things. 