While playing around with this stuff before sending it off to you I noticed that I was getting most of the data (over the "wire") that I expected but not all of it. The quote below is in the email that I sent you but I wanted to post it here to see if anyone else would comment...
While I have achieved the throughput that you are looking for (and believe that I could get more out of it) and can run at an interrupt time of 1ms the news is not all good. It seems that a WiShield send of a packet can take greater than 1ms (for larger packets) and the ZeroG driver disables interrupts during sends (as far as I can tell). This means that some of the 1ms interrupts to gather sensor data will not happen as occasionally interrupts will be disabled during wireless sends. I'll think about this more but I think the 1khz sampling rate is just too much for the platform.
It may be a matter of tuning but I'm wondering if a 1ms sampling time and wireless network sends are just too much for this platform - unless you want to rewrite the whole shebang in hand tuned asm

I'd love for some with more experience to chime in!
fdarvas lets keep this alive, there are more options, potentially with more bulk, but we ought to be able to find something that works. Maybe a Parallax Propeller for data acquisition that sends buffer loads of data to the Arduino/WiShield for lazy transmits? Maybe you could be the first to interface a WiShield and a Propeller?

I wonder what the limitations of the ethernet shield are? Don't get me wrong, I'm not asserting that this is a WiShield limitation - sampling and sending in <= 1ms on a low power processor like this is pushing it and I am impressed at the WiShield perf data that I saw tonight (most sends took 1ms or less).
Greg