Made the jump recently to add wireless to my home network (vs all-wired) due to the arrival of my iPad. Conventional wisdom (SSID) got in the way though.
All you need to set is a LONG & STRONG WPA2 (AES) password. I was telling the router not to broadcast the SSID, but that does little to stop hackers and makes the network almost unusable -- devices (iPad/iPhone) can't see the network, even if they remember the SSID/password. Once I set the SSID to broadcast, the devices automagically saw the network and joined. Just make sure you choose a unique SSID.
One potential problem I have to investigate. What is someone chooses the same name (SSID) and no password -- which one will the device choose?