802.11a/b/g routers aren't capable of transmitting and receiving data at the same time (i.e., they operate in a half-duplex mode). This will have an impact on your speeds as well, since the router has to back-off occasionally to allow the laptop to talk and vice versa. The more clients you have on your WLAN, the less time each has to talk. This is to avoid collisions 'in the air' - if they could all transmit at the same time, the WiFi channel would probably be a noisy mess.
The wired interface on your router is more than likely FastEthernet 10/100Mbps (or possibly GigabitEthernet 10/100/1000Mbps); FE (and GE) are capable of operating in a full-duplex mode - i.e., the connected devices can send and receive at the same time with no need for either to back-off to avoid collisions. This is because the ethernet cable that you use to connect them contains 4 pairs of wires and the router can use two pairs (FE) or four pairs (GE) to transmit and receive. (Note that because most devices negotiate the connection mode and auto-negotiation tends to be crap, your interfaces may actually be operating in half-duplex mode but will still be faster than the wireless connection).
For this - and the other reasons posted - your wired connection will always be faster than wireless, even under ideal conditions for WiFi.