The wireless capabilities of your printer (or not) and the wireless network you have will determine how your printer will work and how you set it up. But your printer doesn’t necessarily have to be wireless itself, and in some cases you don’t need your own wi-fi network, either. Below are some different scenarios.
If you want to get a wireless printer brand new, check to see if it is OS X compatible. Many will be, but check to be sure. And then use the software that came with it and also see this article: Mac OS X v10.5, 10.6: How to connect a wireless-capable printer to your AirPort network. Sometimes you’ll need to set up the printer over USB first, and then unplug it to run it wirelessly. If you have a password-protected wireless network, you will need your passwords handy and there might be a few extra steps to take in order to set up the printer over a protected network.
If you get a printer that’s not wireless capable but you have an Airport wi-fi network with a USB port, than you can use the printer wirelessly through the Airport. Many printers will work find this way, as OS X supports hundreds of USB printers out of the box, and by making them wireless through your existing wi-fi network is straightforward. See AirPort 5.0 Help: Using a USB printer on your AirPort network.
If you don’t have an Airport with a USB port, or have a different kind of wireless router, then you can get an Airport Express and make a USB printer work wirelessly. The Airport Express doesn’t need to be hooked up as part of your existing wireless network, and in fact can be used to make a printer wireless even without any Internet access. AirPort Express Features – Wireless Printing