If you want the best, most reliable experience with your TV Box, a wired connection is the way to go. Wireless works in a pinch, but a hard wired connection will give you the best possible experience.
Why pay $50 or more at a local electronics store, when you can get it here for much cheaper?
This is a CAT6 cable with capabilities of speed up to 1000 MBPS (1 Gigabit).
Note that color may vary depending on stock availability.