I'm assuming, by "download", you mean from the internet and not local file transfers.
If your wireless pipe is bigger than your internet pipe, then there /should/ be no difference between downloading over a wired connection versus over-the-air.
I.e., Roadrunner gives me 5 Mbps downstream, which both my 802.11a and
802.11g handle just fine. I see absolutely no difference downloading over-the-air than I do directly wired. On a good day, even 802.11b works just as well. 802.11b (11 Mbps) is cutting it close to carry 5 Mbps though. You never get the advertised speeds. Hence, "on a good day".Now, local file transfers -- thats different. Good ol' CAT5 still comes out ahead. 802.11g (and 802.11a) give you mid to high 20'ish Mbps, which isn't bad, but can be a little painful to transfer huge amounts of data around such as doing Ghost backups.
BTW: If you are using Windows, before even start looking at wireless, the first thing you want to do is open your RWIN size. Its a value stored in your registry as TcpWindowSize. By default, Windows has you bottlenecked. Value you want to use is your (advertised internet speed x average latency) divided by eight...
Google/deja for more on it..
Have fun...