I have used both a card and a dongle before. I guess the advantage of a dongle is its portability and the fact you can use it with another computer or device supporting it.
If you are building a PC I would probably use a wireless card (I like neat fixed components) but then again it depends on if you want that portablilty. They both do their job.
Belkin and netgear seem to be the most reliable.
I used a cheaper brand card once but it caused conflicts with my Ubuntu OS which I installed it on. Chances are if you use windows you will be fine anyway.
It really is a personal preference
My choice would be a belkin wireless G USB dongle for portability I think. My current PC is wired.