Yes, that's what most people do. The current raspbian distribution supports most USB wlan sticks without problem. There is a list of tested wlan sticks at the wiki
http://elinux.org/RPi_USB_Wi-Fi_Adapters, but if you already have one then plug it in and see if it works.
Some sticks draw too much power and need to be plugged into a USB hub instead of the Rpi direct.
Best of luck!