In Windows, it is possible to obtain the MAC address of the wireless access point you're connected to. This is handy when you have multiple access points with the same ESSID (i.e. "roaming") and want to know which one you're connected to. This is done with the netsh CLI tool, available since Windows XP.
To do this, start a command prompt, and type in:
netsh wlan show interfaces
This shows all wireless interfaces on your system. When your wireless is active and connected to an AP, you get output similar to this:
Name : Wireless Network Connection Description : Intel(R) WiFi Link 5100 AGN GUID : f5ad6606-3b9d-41b3-8e5b-91b870edd256 Physical address : 00:21:6b:9d:db:ec State : connected SSID : green BSSID : 00:23:69:94:0c:f9 Network type : Infrastructure Radio type : 802.11g Authentication : WPA2-Personal Cipher : TKIP Connection mode : Auto Connect Channel : 11 Receive rate (Mbps) : 54 Transmit rate (Mbps) : 54 Signal : 99% Profile : green
Note the line that says BSSID: this is the MAC address of the wireless access point.
This is not necessarily the same MAC as when you were to ping the access point through a wired network: most (if not, all) access points have two MACs, one for the wireless side, and one for the wired side.
As a bonus, in the output you can also see other neat statistics: the receive and transmit rate (bandwidth), signal strength, authentication type, etc. They are updated in real-time (i.e. each time you query the interface with netsh.
If your wireless interface is not active, you get output like this:
Name : Wireless Network Connection Description : Intel(R) WiFi Link 5100 AGN GUID : f5ad6606-3b9d-41b3-8e5b-91b870edd256 Physical address : 00:21:6b:9d:db:ec State : disconnected
This was tested on a Windows 7 64-bit, but should work on all XP and Vista boxes as well. There's a lot more you can do with netsh. Start it without parameters and check out its internal help to find out about all the goodies inside.