Put the following in your /etc/network/interfaces - I know it's
deprecated, but it just works.
allow-hotplug wlan0
auto wlan0
iface wlan0 inet manual
wpa-roam /etc/wpa_supplicant/wpa_supplicant.conf
iface default inet dhcp
Now everytime you want to connect to a new wifi station, open
wpa_gui; it's intuitive. If you want wpa_supplicant to remember that
station, then save the config.
If you have both Ethernet and wifi, then you also need ifplugd. I
know it's potterware, but it works and is still not infected by the disease.