Since I know of no cross-platform API for wireless interfaces the first step is to define the operating system you want to use.

The second step is to find out what kind of interfaces the wireless API offers, and decide to use one of them.

Of course you need to know something about the protocols being used.

The rest is mostly a matter of programming, and shouldn't be too hard. For specific questions you can always come back here ;-)

Oh and there's a minor judicial point that you shouldn't forget: in most countries it's illegal to connect to some hotspots, especially if they are encrypted (for example in Germany it is forbidden if it's obvious that the owner doesn't want guests in his network, for example with MAC blacklists, WEP or WPA).

This subject is discussed at some length here Perl Design Patterns War Driving and some of the techniques that can be used.

As pointed out by moritz one needs to be aware of the legal issues that may be infringed in using them.