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If I connect to my WIFI router both wirelessly and with a cable, is there an improvement in the line speed? If not, which one takes priority? What about connecting to two different devices?

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Your browser is only ever using 1 connection at a time. Which connection you are using at any given time (assuming you are connected both wirelessly and via ethernet cable) I believe is a function of the operating system. In my experience, when I am connected both wirelessly and via ethernet cable on Windows, the ethernet connection takes precedence. The number of concurrent connections you have has no bearing on performance.

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I have seen, on my Mac at work, situations where file transfers occur on wireless vs the cable, if I don't actually disable wireless. (It's easy to tell with large files due to the performance difference.) –  Daniel R Hicks Nov 18 '12 at 4:59

In Windows Ethernet cable takes precedence as the connectivity between wireless and wired have much variation. A wireless connection depends upon signal strength no-matter where ever you are. Whereas, wired depends on connectivity. Coming to performance, wired devices perform best transfer rates than wireless. As @Droid mentioned, remember your browser is only ever using 1 connection at a time.

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