When I started using Arch I found myself having problems with connecting to my Wi-Fi network with the usual GUI frontends (network-manager and Wicd). Luckily there is another method to do these things if the GUI way falls short. In order to connect to wpa or wpa2 network you will need the following packages:
wpa_supplicant and wireless-tools. Wireless-tools might not be strictly necessary but having it does no harm. You may also need to install dhclient, in some cases.