Using USB connected WiFi adaptors is perfectly fine.

I've mined for years using these and it's perfectly fine. I also use one of these adaptors on my normal PC for wireless internet in my apartment instead of running a cable across the entire place, and it's fine. It will not burn up or die just from being used. If you have this problem, then either you have a bad one, a cheap one, or something else is causing it to die (like heat, or static electricity, etc.)

However, I do agree that using an Ethernet cable is better! You will have a slower connection speed using wireless and get more stale shares etc.