I have one. They are much too expensive for what they are (consider it's just a vanilla USB 802.11g adaptor, which in the PC world would leave you enough change from a tenner for a bag of chips). It works fine though, good signal etc.
Don't buy one. Instead, you have two options. One: get a generic ethernet-wifi bridge (
like this thing but a cheaper one) which will plug into the ethernet port of the 360 and connect to the wireless network. I have two of these (Netgear WGE111s) and they aren't that good, but that's because that particularly model isn't good. Other models work great.
Two: get a ethernet-powerline bridge (
like these) which, again, plugs into the ethernet port of the 360 and then into the wall sockets. I don't have these but will probably be buying some soon. Some of my colleagues have the 85Mbpa ones and report they are very good as long as your house was wired sometime in the last few decades and you don't plug phone chargers or other tiny plugpacks into the wall next to them.
Both will be fast enough for gaming. If your wireless signal is very strong they will be about the same speed overall, if your wireless signal is weaker the powerline kit is
likely to be quicker. This may be important if you want to stream video to it down the road (e.g. if you put a PC in the spare room with DivX or whatever on the hard disk and stream to the Xbox in the living room for playback). Both wireless and powerline bridges can be used with other consoles and computers, making them much more useful than the Xbox's adaptor.