Do you mean a dongle that connects to your wireless router or one for
mobile broadband ? If the latter then it very much depends on what
services are available where you live but most of them automatically
install themselves when plugged in.

I mean one that connects to a router, preferably N rather than G.

https://www.thinkpenguin.com/.../penguin-wireless-n-usb-adapter

For the past year or so I have been using a D-Link DWA-125 wireless N 150
USB adapter. However, it is not N 300.

When I got it I was using Ubuntu 10.10 and I had go install a driver to get
it to work.

About 4 months ago I done a fresh install of 11.10. When the CD boots up,
right at the start of the install it ask for which WiFi and password. That
is all it needs. I don't know if 11.04, the first Unity, comes with the
drivers.

As far as I know D-Link still does not support Linux. Fortunately Ubuntu
supports D-Link.

If you are using a current version of Ubuntu, the TP-LINK TL-WN722N "just
works." With 10.04, not so much.

Belkin makes a good product - keep in mind that all will get warm and some will
get hot

What release of Ubuntu are you running?