Some of the high end boards do have built in Wi-Fi. Personally, I'd just grab a PCI or PCIe wireless N card that way it can be used with different motherboards. What brand router do you have? I try to stick with the same brand for all the wireless gear.
Tp-link make good Wireless PCI cards, if your using windows 7 64bit be aware of compatibility issues with certain ones pci cards though, USB wireless adapters work quite well if you want to keep it simple
My old Asus P5K-E had built in wifi, wasn't that great though. As the other guys have said, easier to get a PCI card or a USB dongle, I have a Sitecom WL321 Wireless N dongle and it works great.
Some of the N router has to need Tp-link make good Wireless PCI cards, To solve that problem on which you have to clearly assume and getting the wireless connection without any problems.