Beginning in 2016 Raspberry Pi v3 Model B starting shipping with built-in WiFi. Today the A+, B, B+ and Zero W all include built-in WiFi. Earlier versions will require an external adapter to connect over WiFi.
Look for a WiFi adapter that supports the RTL8192cu chipset the latest Raspbian distributions both have support for this built-in. We have found its much faster than the Ralink chipsets
If you already have a WiFi adapter, just give it a go, even a lot of the very low cost budget adapters will work without any trouble.
WiFi does however use quite a lot of power, so check the power rating of your power supply. Some WiFi adapters require an external power supply to work well. We suggest the 5V 2A power adapter in our shop if this is the case. All of the WiFi adapters we have in the Adafruit shop will work just fine this way.
If you have a WiFi adapter plugged taking up a port and drawing power you may also need a powered USB hub.