If I may include my thoughts on this topic:
1. Indy is quite correct in recommending using WPA2. There is free code downloadable from the Internet now that will defeat WEP in about 45 seconds.
2. Hiding your SID is useless. There are ways to detect hidden SIDs. You may as well make things easy on yourself and broadcast.
3. VPN is not designed to secure a wireless network.
4. While I certainly will not stop you from using MAC address lists for further security, that isn't something I do. In fact, you'll find that to be a pain on larger networks. Using WPA2 with a strong password should be sufficient. However, you obviously have to keep that password safe.
5. Make certain your router's admin password is strong and secure.
6. If your wireless network is painfully slow then you need to check your office for microwave ovens, bad lighting, hair dryers, older model x-rays, proximity to other wireless networks that may not belong to you, and so forth. If you cannot do anything about those items afore mentioned, you may as well save yourself the heartache and just go wired.
7. If your wireless network is painfully slow and you can't find any of the items mentioned in number 6, walk outside and see if you notice any big antennas from bus stations, other businesses, etc. If you see a big dipole or yagi antenna from another business a block or two away up on their roof, then you may as well hang it up and go wired. They are most likely transmitting several hundred to several thousand watts and your little half a watt to 5 watt wireless router doesn't stand a chance.
JamesNT