I've had the same problem with my MacBook Pro from Late 2008.
Yesterday, I had a Lenovo and Sony laptop sat right next to my MacBook Pro, and the Macbook was the only laptop that couldn't maintain a Wi-Fi connection. Usually, it couldn't even keep the connection for more than a minute or so.
I tried changing my Router's configuration (eg change to Channel 1, etc) but in the end, I gave up and had to buy a Wi-Fi Range Extender device. It was very easy to install and setup, there isn't even an install CD or software to install..
My MacBook now has a fast, reliable Wi-Fi connection.
What I don't know (and didn't try) is whether attaching a 802.11N USB device to my MacBook Pro would've improved it's Wi-Fi connection. This might've been a cheaper option, but as I wanted my iPad & iPod to also have an improved Wi-Fi connection, I went for the Range Extender instead.