You mostly have little control over this hardware-wise. It's always in your best interest to get a quality router and wireless card if you are going that route, though. Make sure it's a steady and relatively clean connection so you're not dropping packets and whatnot. Your connection to the ISP is many times slower than the connection you're getting from your modem/router so that's the real bottleneck, totally out of your hands.
If you experience lag in games but are getting good download/upload rates otherwise you will need to look at the configuration on a per-game basis. Every game has its own way of doing things over a network so there's no standard how-to guide, googling will be your best bet there.
There are crappy routers out there, so I'd suggest going for one of the high end DLink routers with onboard gigabit, especially if you do a lot of file transfers between systems.