Forgot to say, if you want some good wifi games for the DS, try Mario Kart, Diddy Kong Racing, Metroid Prime Hunters. All good games and very good over wifi.
As someone said before Wifi is easy to setup unless you have WPA security, then you will need the usb dongle to get it going, if you are happy with WEP, it should work straight away.
You mentioned FF3, I have this and enjoy it (I'm 34), it's certainly not a kids game. Find myself playing it for hours on end, I also am currently enjoying Mario Hoops and 42 all time classics which you can also play over wifi.
There's so many good games to choose from and so many coming out, you've made a good choice.
I use a screen protector on my bottom screen as that is the one you use the most, mainly to prevent scratching it but you'll get differing opinions on here and other forums about them, personally I prefer to have one on.
Enjoy your DS.
