I would assume that WiFi uses less system resources but maybe more energy??? That's a guess. I know that having a dongle hanging off a USB port makes a good case for using WiFi. As long as you have a secure network, I would say go WiFi and leave it at that.
Wirelessly posted (iPhone 3GS: Mozilla/5.0 (iPhone; U; CPU iPhone OS 4_1 like Mac OS X; en-us) AppleWebKit/532.9 (KHTML, like Gecko) Version/4.0.5 Mobile/8B117 Safari/6531.22.7)
I use Ethernet on my desktop machines, iMac, and wireless for portable/mobile devices. The Ethernet is faster, more reliable and secure than wireless can be. But as long as you lock down the wireless with a good suedo random 63 character password you will never have a problem.
With the MBA I'd go wireless. You'll never see the difference in heat or battery life no matter which way you choose.
Thanks guys, so far sounds like its a toss up, that dongle is ugly though, may go wireless just to have one less piece of junk hanging off the side. Although my OCD about processes, heat, CPU usage being as low as possible is still kicking in.
I can't imagine why anyone would buy a computer as small and lightweight as an MBA and then tether it to a USB dongle and Ethernet cable. The only time I ever connect any laptop, much less an MBA, to an Ethernet cable is when I need to do a particularly large Time Machine backup to my Time Capsule. Otherwise its 802.11n WiFi 24/7 and that includes virtually every incremental Time Machine backup.