it does realy depend what u want to do, if it is just to connect them together to share files printers etc then us can do what u said 2 x wireless adapters. gets tricky (need more software) for both to access i/net at a reasonable speed.
if your lappy and pc have a built in/onboard network cards then, all u need is a cross over rj45 cable. (cost £4 ish) a lot less than wireless adaptors even if u buy netcard for pc in the brown box section in pcworld about £8.
if u want both to have access to i/net etc then a router is probably the way to go, wether u go wired/wirless is up to u, there are still security issues with wireless but its getting better.