Well, we've had this discussion in one of the wifi threads... but it's frustrating to think that Nintendo won't include some sort of WiFi set up firmware update to the DS.
Anyone who uses truly random WEP keys knows what I'm talking about. By doing it in the game, every time I set up a new WiFi game for the first time, I will have to enter a random 10 digit string that I will have to look up on my router. I mean, it's kind of a hassle, and I think it's a sign that we will never see any sort of firmware update for the DS, because I can't think of a better reason to do it than this.
I'm happy to play my games, but also bummed we will never see the actual unit with full online integration. The odds of getting a browser just went down a bit.
Edit: On the plus side, at least it appears that the game will store multiple connection options. I travel between at least 3 wifi networks regularly, and I like the idea that I can put the info for each in there once, and not have to re-enter every time I move around.