I picked up the Airport Express based on the comments in another thread. I use a Dell Inspiron running Windows XP and all I needed to do was connect the AE to the hotel room modem/router/access point and then plug it in. My laptop automatically detected the wireless signal and has been working without a hitch for several months.

The AE comes with software but I never had to run it. And it's smaller than a hockey puck, very easy to pack/unpack, etc.