There are a lot of options to connect a Gadgeteer to a host PC (or to a cloud service!)
GHI makes the WiFi RS21 module, which will do standard WiFi. There's also the Ethernet RS21 module if a hardwired connection is possible. And, there's XBee and Bluetooth modules coming soon.
Sytech also offers an Ethernet module (with micro SD slot, too) and an Xbee module.
There are several options for USB connectivity, too. GHI's USBClientDP module that comes with the Fez Spider kit appears as a USB device to the host computer. The same is true for the USBClientSP module that will ship with the Fez Hydra kit,
and for Sytech's USB Device and Power Supply module. All three of these have USB-OTG connectors which draw power from the host computer.
Then there are GHI's Serial-USB module and Sytech's Serial to USB module. Both of these appear as a virtual COM port to the host PC.
We're working on a few project writeups that use Ethernet or WiFi to collect data from Gadgeteer devices. We can work on one that uses the serial connection to a PC, too.