Over the months, I've ran across a number of wireless modules, each telling me different things about their capabilities. There's the XBee, a great module that has books written to teach people how to use it. They come in many flavors and have a lot of breakout boards. They are also $17 for the low power version or $28 for the Xbee Pro, according to digi.com. Then there's the Nordic nRF24L01, which is a low cost module with an arduino library. They cost $4.75 (on sale now at yourduino.com for $2.75. Nice) Lower cost, but more difficult to set up for the beginner (there are code samples, people have used these before).
I recently came across the RFM12B. It's $6.95 at Sparkfun, but I doubt that's as cheap as one can find them, since Sparkfun usually is a bit more expensive than other suppliers (I have nothing against them. They were one of the first suppliers to carry arduinos, and I appreciate that. I also look for bargains). It also has a library (created by Low Power Lab based on the JeeLabs RFM12B library), which is completely open source (MIT license, so the code that uses it must also be open source, but since my project is open source too, that doesn't matter). Not sure whether or not it will be easier to use than the nRF24L01, but it's worth looking into if I make all the laser tag modules use RF to communicate hits to a central hub. That'll happen later in the process, after the core functionality is ironed out. Potentially, IR communication could be all I use for my open source laser tag project (note, OpenTag is a DASH7 protocol stack, which is an open source wireless network standard. Damn. Can't use that name), so I won't need to have a wireless module on the units.
Note: the guy over at Low Power Lab is manufacturing an arduino clone with a RFM12B wireless module called the Moteino. He has some videos about soldering the Moteinos (along with the stencil he uses to apply the solder paste) along with the iTeadStudio PCB's that he's using. Check out his blog at lowpowerlab.com.
You can also build a DIY laser cutter that can cut stencils. The tutorial is here.