Probably not. From what I've read, some USB ethernet adapters for some reason actually cut the framerate versus using WiFi (see Lon.TV 's review). Probably best to stick with 5 GHz WiFI (2.4 GHz will be more laggy).
Buy a shield. Or hell of all you care about is game streaming the steambox is on sale for $2.50 right now.
Why not? Have you looked into powerline networking?