I agree 100 percent - out of the box, you should get a working wireless network without many issues. Change things only when you absolutely NEED to change things, but don't reinvent the wheel. Usually, most issues are solved by downloading an updated driver from the manufacturer.
So before jumping on the Net and reading newsgroup postings about how to setup a network:
1) Just install the darn thing and see what happens;
2) If you are having an issue, go to the company's website - it's likely a new driver is out there for you to install that will solve your problem.
Once it works, then you can go through your setups to do things like enable security, etc.