I'm loving my blue DSi, but they were pretty vague on the whole WPA and WEP thing. Sure, the DSi system itself supports WPA and WEP and gives you access to the DSiware store and Browser, but the games that have been released already don't seem to want to connect to WPA(at least my WPA). So unless I'm mistaken, if you're getting a DSi and expecting some WPA Pokemon love, then don't count on it.
I didn't have Wifi working until today and now have both WPA and WEP, haha. Games look so much better on it, now.