I'm trying to build a wireless robot/vehicle with Arduino, and what would work best, a wi-fi shield? Are there radio or bluetooth options? Do you need an Ethernet shield first, then a wi-fi shield?
Wifi is the best for robotics I'd reckon. You could try the ESP-01. If you order it and add it to the Tx/Rx lines it pretty much should work out of the box.
It does however need software serial on the UNO, so I always recommend getting an Arduino Mega, because if you use it on the UNO, it's seriously limits debugging and tracing and that is not very handy, especially if you just starting with things. A Mega costs about 10 bucks and has much more memory too for your sketches
Wow just $7.42 including USB cable and shipping from Hong Kong for "Mega's". Didn't realise they were so cheap these days. If your project is big enough to use a Mega it would be my choice. Nano's can be picked up for around $2 plus $1 for a USB to TTL adapter to provide serial debugging during development. Worth loading Optiboot if you go the Nano route to fix the WTD bug.
To answer the later part of your question .. if you would opt for the WiFi shield option you don't need to combine it with an Ethernet shield ... just the WiFi shield would be fine (and don't forget to use the BlynkWiFi library instead of BlynkEthernet library..)
I only have experience with the Arduino WiFi shield but there are other options too as mentioned by LichtSignaal
I bought a Dragino Yun but the Blynk app can't seem to find it online even though I can upload programs wirelessly from Arduino Sketch. I need some more help!
List of supported hardware is there:
It's also in our documentation and on github.
There is no Dragino in the list, why you decided to buy it to work with Blynk?
Adding @vhymanskyy here. Maybe he can help you.
I was hoping it would work, I think I'll just have to get a standard Arduino WIFI. I was told the dragino yun was fully compatible.