DealExtreme ships 802.11bgn wireless USB dongles for 6.30 USD and of course I had to get one of those. This one shows up as:

Bus 001 Device 004: ID 148f:5370 Ralink Technology, Corp. RT5370 Wireless Adapter

The required driver and firmware blob seem to be available in Raspbian Wheezy, so setting up /etc/network/interfaces is the last step to get this dongle working:

auto lo
iface lo inet loopback

auto eth0
allow-hotplug eth0
iface eth0 inet dhcp

auto wlan0
allow-hotplug wlan0
iface wlan0 inet dhcp
    wpa-ssid "lauri-802.11bgn"   # Your wireless network name
    wpa-psk "replace-me"         # Your WPA/WPA2 password

After that you should of course restart NetworkManager and networking services:

sudo service network-manager restart
sudo service networking restart

This howto should work for Ubuntu and other Debian-like operating systems aswell.