Centrino is apparently just a new processor by intel which is more set for moble computing. Powersaving features, etc etc. It also has it's own built in wireless card.
Bnefits...I don't know for sure as I've not really used one. As I said, it's suppose to have better battery life and wifi built in(but just 802.11b I beleive)
Not all laptops have wifi built in. Most do today, but not all. Now you can obviously add wifi cards to most laptops.
Desktop: Athlon 64 3700, 1024M RAM, GF 6200 TC 256M, 2x 80G, 2x DVD-RW
Laptop: Sempron 2800, 512M RAM, Unichrome, 60G, DVD-RW
Macintosh:G4 1.33GHz, 512M RAM, Radeon 9200 32M, 40G, DVD/CDRW
They get me from 0 to 1...