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I haven't used the WiFi shield, but instead used a PCIe Mini Card. I described my experience a bit in my answer on this post
I think this way of doing it is better as you will also have way better performance with things like multiple connections and throughput.
Just my 5 cents.
definitely use the mPCIe card- way cheaper, way better performance, and it leaves your shield headers free!
The WiFi library for Galileo doesn't work with any shields- it only works with a WiFi mPCIe card in Galileo's mPCIe slot.
Does it work with any mPCIe WiFi card or is there (are there) recommended ones?
By default the Galileo will work with the Intel Centrino N135 and N6205
If you install the drivers, you can get the N6235 to work. I have personally done that so I know it works. I followed the instructions in Sergey's blog. Intel Galileo Meets Wireless - Malinov Family Web Presence
In theory, since it is running Linux, any mPCIe card that has a linux driver should work. But I don't think anyone has tried all the various cards yet.