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.
Hope this helps.