A quick google shows there are plenty of issues with speed over wi-fi for people. Why have Sony made the whole network thing so complicated? The PS3 is sitting next to my 360 (also using a wi-fi connection) and there are no issues with Nat2/Nat3 etc, and the download speed is FAST. Yet it took me many additional steps to get the PS3 to switch to NAT2, and the download speed is horrendous.
There is nothing wrong with my connection, even on the PSP downloads are fast, there is something going on in the PS3, the whole network setup thing seems needlessly complicated, and problematic.
I've gotta say (and it pains me to), when it comes to setup and getting online, it's definitely 1-0 to MS. Even the Wii, sitting right next to these two has better download speeds than the PS3. Not good.