Quoted from LTG:
We probably haven't done a good job of communicating this properly, but ethernet cables will work fine (and be much simpler to setup) if you have the means. You'll probably need to loosen/take off a grate somewhere to feed the cable in, so from this perspective it's a bigger PITA.
At work, we run games connected both ways all the time.
(Sorry for the contradiction LTG.)