Simple answer, YES, wired is always faster performance then wireless, better video quality and possibly less interference with other wireless items in your home. What I've done is purchase a good wireless extender to my TV upstairs. (My modem and router are downstairs) so the extender boost my signal to my upstairs TV area and gives a good signal to every bedroom upstairs also. OK so now i have my wireless extender upstairs and plug my Slingbox into my extender (Wired). Works like a charm.
The only advice I give you is not to go cheap on a wireless extender, I did that and wasted my money. I now have the NETGEAR EX7000, actually i have 2 of them in different areas of the house and am very pleased. good luck, happy holidays