It really depends a lot on your usage. If one was clearly superior to the other, the other would have been discarded so far. The fact that both exist indicates that there are pros and cons of both.
Cable is good when:
You need to transfer large amounts of data reliably, like HD video streaming
You need consistent ping timings, for instance, online gaming
You need high levels of reliability
Wi-fi is good when:
It is not possible to place the device and router in close proximity
The device needs to be mobile
The device does not have Ethernet connectivity
The device is only used for casual browsing where occasional disconnection doesn't matter
You have to connect a lot of devices (for cabling, you'll need a switch. But for wi-fi, most routers will support 10 devices).
You can run a cable through the walls to get more reliable service farther from the router.
You can get a more powerful router to make wi-fi more reliable
You can get an access point and fix it on the opposite end of the house to improve connectivity
As far as reliability is concerned, for me, wi-fi experiences occasional drops in connection. Not enough to bother me, but might bother someone with a different usage pattern. Sometimes it also becomes slow for no perceptible reason. Which is why my Raspberry Pi, which acts as NAS server in my house, is connected via cable. Everything else is on Wi-fi.
I have close to 70 devices in my house on LAN. 15 devices always online at one point in time and only my laptop and mobile are on wifi and yes all sonoffs used for automation are also on wifi (there is no other way in this case.) Rest all are on ethernet. Specially Synology, Shield and all my Rpis.
Ethernet wins hands down, in every scenario. even wifi AC I am not comfortable. For me its ethernet always all the way, unless there is no other option like in case of sonoffs
Simply Put, Wired connection is better than Wireless.
Why? Because Wireless router operate commonly on 2.4Ghz & 5Ghz. These wireless bands may be interfered with other Devices operating in the same frequency or some Electrical appliances. Wired connection doesn't have all these interference.
I personally use Wireless, I've a TPLink router with 4 antenna's and provide good coverage in my room without a drop in signal.
However, the fact that you're close to your router and not receiving complete strength makes me think of the following factors.
1) There are various standards of wireless like b/g/n. 'N' standard Network card will provide you better strength.
2) The channel your router is operating may not be optimal, [refer to your router manual on how to change wireless channel, modern routers does that automatically]
It all boils down to your usage, if its a Desktop just hook the Ethernet Cable. If its a Laptop and mobility is your requirement, use wireless.