Gaming on the internet

OK this is my questions-
i have a comcast cable modem, a surfboard, dont really know if that matters, but i am wondering if i should just run a cable line under my house into another room that i will be playing a ps2 online with, or if i should go wireless. if i shold get a wirelss modem, please tell me what kind. Also, if i am on the ps2 playing a game on the net, and my brother is on the computer playing unreal or somen, will one lag more than the other, or will neither lag, or will one lag more than the other??
thanks