The router definitely matters. Some routers won't play nice with Apple's Bonjour when moving from WiFi to LAN and back. Mine was one of them. I have a run-of-the-mill Belkin "Play" WiFi router and until a couple of months ago, it wouldn't route "iTraffic" - I could ping any device I wanted to, but the Apple devices wouldn't communicate with each other when crossing from LAN to WiFi or back.
Belkin eventually released newer firmware for the router, and after I applied that, everything worked as it should.
So it might be your router - and newer firmware might fix it. I wasn't willing to give up the LAN connection on my PC (I have a Windows server, and a 1Gbps LAN, that my PC needs to talk to). So going WiFi on the PC wasn't what I wanted to do. That is always an option though, if you have no luck with a router firmware update.