depending on what you are doing. for gaming id use ethernet and never look back
i myself havent tried the USB connection but it most likely wont be as fast as ethernet nor have the amount of bandwidth.
I couldn't imagine a USB connection giving you even a third of the speed your connection is capable of. Seriously, go for a NIC. If you want to spend a little more money and have a home network set up, go for a gigabit NIC and a basic gigabit switch. The gigabit NIC will use far less CPU than a fast ethernet card and exponentially less than USB.
[brag]Since I switched to a Motorola 5100 and a Dell 5324 I've been getting 1200kB sustained. Before that I was using an ancient 3com from 1999 and I was topping at 900kB and only around 500-700 sustained. Big difference. I don't think the switch is contributing to the actual speed but the caching it does makes the sites I visit load instantly. Fucking sweet.[/brag]
I'm sure other people can get faster than that but it is faster than I'm used to and faster than their advertised speed so I'm not complaining.