Option 4. Buy a Access Point or a writeless router.
Option 5. Bluetooth... more spendy typicaly speaking and less range. Not so popular in America as most of our mobile phones don't have bluetooth enabled. More popular in places like Japan and Finland.
Option 6: wireless usb... I'll have to hunt up the info but rather than a print server... who's job it is to take documents and throw them at the pritner and that's it, wireless usb permits remote keyboards and accessories. Not 100% compatable with everything but good enough for most multifuctional devices.
If you are able, you should at the very least buy a printer with wired networking onboard. There are print servers who's job it is to take a job, then print it, but these don't always work well esp since there needs to be two way communication between the printer and the PC. "I need ink" "I need paper" "I'm broken". There is no real established offical protocal for this.... there should be but there is not. But wired network takes this into account and you can jack a wired network printer into a hub or a access point. Most wifi printers these days offer wired networking as well.
Going with #3 you'll run into issues on $300 to $500 printers as those tend to be all in ones... offering nifty stuff like fax, scanning, and such. While printing is easy enough, scaning would not really be an option unless the software supports it. Going with a network wired or wifi... no problem.
If you are able, consider the wireless router. I'm sure you can connect a PC to a printer over Wifi using I believe Adhavoc but the wireless router allows very liberal placement of the printer, the accesspoint/router and your choice of location for the laptop. As a bonus with a DSL/cable connection that too can be over the wireless. As a bonus in the event the wireless is flacky there is always wire as a backup, easy as pie to hook up.
If your looking for just a printer... i'd look at either the older ip4000R which I don't see at costco, or the ip5200R which I also don't see at costco.
Going all in one you pretty much gotta look HP. Technicaly I'm sure the more spiffy canon models have an option for bluetooth, but any info on this subject would be in Japanese and may not be an option in the states, not that i'm ware. I'm not up on the current HP models so someone else would have to advice you in that area. HP vivera inks are not so fast to dry but on the right papers they are very lightfast. Not a bad choice either. HP tends to have more software.