I've got the 85Mbps versions of the Devolo
Homeplugs. As towy71
says, you just plug 'em in and they work. I have no experience of the other makes, but I'm happy with the Devolos.
And if you're super-paranoid, you can flash the Devolo ones with a passphrase which encrypts the data stream. The nice thing about the Devolos is that they come with a Linux terminal utility for setting the passwords and checking the data speeds. You have to compile the utility yourself, but you just have to support a company that actually bothers to provide Linux configuration software.
and if you lose the CD, you can download the software
from their site. How about that?