This video shows how to connect your LEGO Mindstorms EV3 to your WiFi network so that you can program it away from your computer. I use the Netgear N150 Wireless Adapter (WNA1100), which is the only officially supported WiFi dongle for the EV3. The N150 is difficult to get these days, since Netgear has moved on producing newer sticks. So buy them now before they disappear completely. On the plus side, they are also very cheap right now on eBay and other market places. I got my for only 19 NZD from TradeMe.
It would be great if LEGO would support more dongles, in particular smaller ones. Furthermore, it would be great if it would be possible to use WPS. Entering your WiFi password on the EV3 is tedious. It would even be better if the EV3 would remember the WiFi password. You need to enter it every time you switch the EV3 on.