This thread talks about the subject
http://www.picbasic.co.uk/forum/showthread.php?t=11883
and type in wifi or ethernet here
http://www.picbasic.co.uk/forum/showthread.php?t=4751

Books? I do not know of any.

MicroChip has some info about ethernet directly with a chip but I never took the time to figure it out.

Probably your best bet is to use a module.
Cheap? What is cheap