This depends on three factors:
-Your router strength
-What your router is (general or Nintendo USB)
-the stuff between your Wii and your router
If you are using a Nintendo USB router, connections seem to be easier but this can be effected greatly if you have metal objects, microwaves, other wireless devices, and sometimes other electronic devices. Walls don't cause a problem that much. After all these factors, the best range is approximatley 5-10 feet!
...ok, maybe that isn't that great...
General routers however don't connect to the Wii as easily but aren't effected by nearly any of the factors said above. The best range for the Wii for a normal router is about 10-20 feet (while broadcasting on channel 1 or 11), but connection strengths falter a little bit.
Hopefully something I said helps with at least something a little bit