in the SYSTEM PREFERENCES, under NETWORK, if you set your settings to automatic you can drag the different network connections around to the order you want them to default to. mine is set to default to ethernet, and then airport, and then if neither of those are available, built in modem.
as stated earlier you do have to configure them but once that is all set up the transitions are seemless. i daily go from a wired connection at work, to unwired at home without changing any settings.
"The trouble with life is there's no background music."
2ghz core2duo MacBook BLACK w/ 3gig ram, g4 ibook 1.2ghz w/1.25 gig ram, g3 ibook 600mhz, g3 clamshell ibook, imac dv 400mhz, ipod mini 2nd gen & iTouch 8 gig (my wife's really), 2gig ipod nano (my daughter's really), 512meg iPod shuffle (my other daughter's really) and a really well used iPhone 3G