Most adapters based on the Ralink chipset are plug and go, it's the
Broadcom chipset that tends to have problems.

I do know that the ZyXel G202 adapter is plug and go.

BTW - if you need IEEE 802.11n support this can be tricker so more
research will be needed to verify those that work for sure.

The Ubuntu hardware compatibility list is a good start ...

http://www.ubuntu.com/certification/

.. or the generic hardware list for Linux ...

http://linuxhcl.com/