Setting up a printer to share over Wi-Fi isn't difficult, but it does require some preparation. Here's our advice for ensuring a smooth installation.

Prep Work

If you need more information on setting up a wireless network, check out PCWorld's wireless-networking superguide.
Assuming that your network is up and running, the two pieces of information that you must have before you start installing a printer are the name--or SSID--of your network, and the password if the network is secured (as most are). If you need help with finding these items, see "Tracking Down Your SSID and Password" below.
You may have to place the printer temporarily near a PC that's already part of your network, so that you can attach it via a USB cable for software installation.
Longer term, your placement options are far more flexible, with these caveats: Place the printer within range of the wireless router or repeater. Any large metal objects, including building elements such as girders and even screen doors or windows, will interfere with the wireless signal. Even too many closed doors or walls will degrade the signal. If your wireless signal is weak or intermittent, move the printer closer to your wireless router and avoid obstructions.

Automated Installation (More or Less)

Printers with LCD control panels usually let you configure the wireless connection directly from them. The printer will detect networks within range; you then select your network and enter the password, and you're good to go.
You may also enter the network information during the traditional, CD-based automated installation. If you attach the printer to the router via ethernet, you can configure the wireless using a Web browser.

Manual Installation: Tips for Success

Normally, your printer's installation software will take care of the IP address and firewall settings. However, if you have to install a printer manually, here's what you need to know.
Setting the IP address: Each network resource, such as a storage device or a printer, has an IP address, a group of four numbers of one to three digits (for instance, 192.168.1.120). By default, your router (or server) generally assigns IP addresses by DHCP (Dynamic Host Configuration Protocol). The addresses may stay the same, but if your network uses DHCP, they might be reassigned when you attach new devices to the network. In most cases, if your printer's IP address changes, your network will lose track of the printer and you won't be able to print.
You have two ways to ensure that your printer (or any other device) always gets the same IP address. The first is to assign a static IP address via the printer's control panel or Web-based configuration pages. Try to assign an address that's well below or above the range of addresses that your router is using for DHCP. You may have to limit the range. Note the static IP address for future reference, as you will no longer find it in the DHCP table.
Some routers (and all servers) let you reserve the IP address for the printer based on its MAC address (Media Access Code), a string of hexadecimal numbers unique to each network device. You may find the MAC address in the router's DHCP table, in the printer's system menu, or on the device itself; check for a label that may also include the product's serial number and other identifiers. The advantage to this approach is that you can see the IP address of the printer when you view the DHCP table.
Adjusting your firewall security setting: If a firewall's security is set too high, it may prevent your printer from talking to your router or PC. Disable the firewall to see if it's the problem. If it is, try adjusting its security settings to a lower level.
Checking the wireless security protocol: Your router's security protocol could be the old-fashioned WEP (Wireless Ethernet Protocol), the newer WPA (Wi-Fi Protected Access), or one of a few other flavors and versions. If the printer installation routine asks for the wireless security type, you will need to look it up on your router's configuration pages or in your router's documentation.

Installing Without a CD

You can add the printer to your operating system using the OS's own add-printer routine. For you to do this, the printer must be present on the network--that is, you must have properly configured the wireless settings on the printer or via its Web configuration interface.
If the printer is on the correct network, then your operating system's discovery software (on a Mac, go to System Preferences, Print & Fax; in Windows 7, go to Start, Devices and Printers, or Control Panel, Hardware and Sound, Devices and Printers) should find it, and in many cases install the drivers for you. If the OS fails to do so, you'll need to download the drivers from the vendor's Website. In the latest version of Mac OS X and in Windows 7, the automated procedure is reliable; in some cases on older operating systems, it's not.
If the OS doesn't find the printer in a search, the fallback method is to add the printer as a local printer (normally USB) and then assign it a standard TCP/IP port--specifically, an IP address port. You'll need to know the printer's IP address or device name for this method to work. In OS X, you can add the printer as an IP Printer. You'll need to download any required drivers manually.

Tracking Down Your SSID and Password

The easiest way to find your network name and password is through a currently connected laptop or mobile device. In Windows 7, left-click the wireless-connection icon in the system tray. Assuming you're not inadvertently stealing your neighbor's bandwidth, the name of the current connection should be your network name. Right-click over the current connection, select Properties, choose the Security tab, check Show characters, and you'll see your password. On a Mac, navigate to Go, Utilities, Keychain Access. Under Passwords, select the network name and choose to show the password.
You can also look up the network name and password in the wireless router's Web configuration pages. Open a browser and type in the IP address of your wireless router into the browser's address field. You can find the default IP address in the manual, but some of the more common ones are 192.168.1.254 (ATT 2Wire) and 192.168.1.1 or 192.168.0.1 (Linksys, Netgear, D-Link, and the like).
Note that the router has a user name and password, as well. If you never changed your router's user name and password, check the documentation for the default settings.
Alas, in some cases the wireless password isn't shown. If you really can't remember it and no one else knows it, you'll need to change it and have everyone on the network reconnect with the new password.
Worst case, if the router's security protocol forces you to enter the old password to change to the new one, you'll need to reset the router to its defaults. You can then redefine the network's SSID and password.