user19944: To control some LEDs through internet using Arduino UNO, which type of connection  is better ? Ethernet or Wifi? (Later, I may connect some relays instead of LEDs, and control (turn on and off) some devices using this setup). 
The only difference I know is the wired and wireless connectivity. 
Is there any other difference? 

user18916: If you are beginner with Arduino its better to start with Ethernet Shield. Its much more easy to connect with Arduino.
WiFi Module - ESP8266 required some more knowledge, that you will learn in future.
The bought products are cheap, so you can start with Ethernet and after that to switch to ESP.

19944: <p>To control some LEDs through internet using Arduino UNO, which type of connection  is better ? Ethernet or Wifi? (Later, I may connect some relays instead of LEDs, and control (turn on and off) some devices using this setup). 
The only difference I know is the wired and wireless connectivity. 
Is there any other difference? </p>
 18916: <p>If you are beginner with Arduino its better to start with <a href="https://www.arduino.cc/en/Guide/ArduinoEthernetShield" rel="nofollow">Ethernet Shield</a>. Its much more easy to connect with Arduino.</p>

<p>WiFi Module - <a href="http://www.esp8266.com/" rel="nofollow">ESP8266</a> required some more knowledge, that you will learn in future.</p>

<p>The bought products are cheap, so you can start with Ethernet and after that to switch to ESP.</p>
