[Problem]
I configured the WLAN on my Retropie using the wicd-curses tool and it appeared to work. However, the connection was flakey at best; If SMB connections were possible, the transfers sometimes only reached speeds of about 500 Bytes a second and the connection kept going down (not the interface, tho!). For easier search: Slow WIFI speed, only a few Bytes per second transfer rate, flakey connection, connection resets, very high ping times.
[Solution]
After checking all log files, dmesg, hardware, power consumption of the WLAN dongle and a ton of other stuff, a rather simple change appears to have made the connection a lot more stable (tho still not perfect): When modifying the connection data in wicd-curses, the encryption i've used was set to: WPA 1/2 (HEX [0-9/A-F]) but i entered the normal ascii passphrase, not the HEX key. Surprisingly that appears to work, after all it did copy some stuff successfully... but not really. However, i changed this to: WPA 1/2 (Passphrase) and used the same (ascii) passphrase as before, and the connection seems a lot better now.
I'm kind of confused why one option would work and the other not, given that the tool did not complain about key length (using the HEX key would've required a longer entry than the ascii pass phrase) and the interface could even connect to the WLAN Access Point and ping other machines; It should've eiter completely worked or not at all. Uhhhhm.
[Update!]
This did indeed make the performance better once the machines can "see" each other; For some weird reason, the retropi does not show up in the arp table of the windows machine that i'm trying to copy files from. If you have them ping each other, they see each other after a second. All other devices on the network do not have any issues like that and i also made sure to reset all routers so it's not some sort of cache issue. So far i'd say that the problem still lies with the WLAN Device or Driver on the Pi. More updates as i discover and hopefully fix the issue.