i use a wired connection on my console and every serious PC gamer too...
its better than wifi in every way... in Wii U you can have the adapter but even that is worse than a built-in... since the USB to Ethernet conversion will for sure add lag in "heavy traffic" MP game... it is not such a bad thing for good Internet connections, but if you have a bad one, adding more lag won't help for sure... not a disaster but it is not optimal either...
Proudest Platinums - BF: Bad Company, Killzone 2 , Battlefield 3 and GTA4