Depends on device
I've been given hardware because the company that made it went out of business and therefore drivers for the current version of Windows just did not exist. However, driver for Linux not only existed but continue to receive bug fixes from the FOSS community.
As far as wireless is concerned, yes - you need to pic a card that is well supported in Linux. I use Atheros based cards, and they "just work" (use to require installation of madwifi, now they don't even require that).