I've bought one of these WiFly modules from coolcomponents.co.uk. It's great! I'm in the middle of documenting my set up and test procedure, so that life will be easier the next time I set one up. I have had it acting as a web server (serving up simple pages that were sent to it via RS232). I have also got it to read other websites and send back the html source over RS232. Not bad, my next step will be to connect it to an ATmega168 and have some code running on the web without the need for a computer.
So ... I'll post more about that later.