The ideal situation would be to build one, but I'm guessing you wouldn't be able to properly diagnose and repair it if it went wrong.
BTW, having the most powerful computer in the world wouldn't be a guarantee against it lagging from time to time, this can be down to hardware faults, driver problems or programs/OS malfunctioning. All you can do when this happens is do your best to diagnose and repair the issue.
Anyway, the doohickey is a wireless device, it can be a card on your motherboard or a usb stick. Most modern PCs and Laptops come with doohickeys so you won't have to worry about this (if you do, $15 and ebay will solve the problem for you).
If you are in the US, I would recommend newegg.com, or Canada newegg.ca. In the UK I would use ebuyer or AriaPC, these places tend to have the best specs at the best value. What you need is a super-powered processor (preferably an intel i7 4th generation, i5 would do also-quad core) and a decent graphics card, but I would stress the processor more. You also need a decent amount of RAM (8gb up) from a good company (I like corsair or Kingston). A good hard drive is also necessary, a pure SSD might not be the best idea for budgetary reasons but there are lots of good hybrid SSD drives (2tb+) for under £100.
A few examples of what I mean:
http://www.ebuyer.com/613570-acer-as...p-dt-spzek-002
http://www.ebuyer.com/613567-acer-as...p-dt-sljek-121
(Gaming PCs)
http://www.ebuyer.com/519533-chillbl...ing-pc-cbh2000
http://www.ebuyer.com/546359-pc-spec...pc-pcs-d584744
Some of the above don't include doohickeys (they are usually listed as something like this under networking: 'Wifi: 802.11 a/b/g/n/PCI-Ex1/2T2R+BT/EX-Antenna'). If you buy one that doesn't, just go on ebay, or ebuyer or google usb wifi adapter and make sure it's A/B/G/N. If you want to be really clever and put it in yourself, look up 'wireless card/network card', but this will require a bit of assembly so might be easier to use a usb stick.
I hope other posters chip in, I'm not an expert by Computer forum standards so they might have a better sense of what you need or better recommendations. Good luck.