Would you like to use your Pi as a WiFi router? Or maybe have it as a special filtering access point? Setting up a Pi as an access point (AP) is a bit more advanced than using it as a client, but its still only a half hour of typing to configure. If you want to, this tutorial will make it so the Pi broadcasts a WiFi service and then routes internet traffic to an Ethernet cable. Since its all Linux you can go in and update or configure it however you like.
I used the following pages as a guide to create this tutorial, please note many of them will not work completely, but check them out if you are interested!
- http://qcktech.blogspot.com/2012/08/raspberry-pi-as-router.html
- http://itsacleanmachine.blogspot.com/2013/02/wifi-access-point-with-raspberry-pi.html
- http://esrlabs.com/android-transporter-for-the-nexus-7-and-the-raspberry-pi/
- http://elinux.org/RPI-Wireless-Hotspot
- http://blog.mxard.com/persistent-iptables-on-raspberry-pi-raspbian
Currently tested working on Raspbian only, with Jessie and up to Raspberry Pi 3