Ethernet!

Sure Electronics sells a cheap ($10) SPI Ethernet module based on the ENC28J60 controller. This is a different controller to the one in the Arduino Ethernet shield so isn't supported out-of-the-box by the Arduino IDE. (Interestingly it has no hardwired MAC address: you supply your own, the thinking presumably being that the odds of picking one already on your home LAN are effectively zero.)

I soldered a 6-way male connector to the small connector at the opposite end of the board from the RJ11 socket and stuck it in a breadboard for testing. Since this is an SPI device, only four connections are needed to the Arduino, besides power:

Arduino	SPI	ENC28J60
12	MISO	Data Out
11	MOSI	Data In
13	SCLK	Clock
8	CS	Chip Select

Luckily there is no shortage of libraries for it! I counted at least four during my search but settled on two. The first I found was by one Doctor Monk and worked pretty well, the only problem being that it only provides a web-server, not a general TCP/IP stack. 

The next one was EtherCard from JeeLabs which is downloadable at GitHub. Although it modestly claims to be a work-in-progress, it ships with fully 15 examples demonstrating everything from DHCP and DNS to Twitter and Pachube. The only gotcha I found with it was that its examples use pin 8 on the Arduino for Chip Select and I had been using pin 10 previously for this.