I'm not sure we are talking about the same thing, but doing this is quite easy on any MCU if you use a module as asa1365 said.
I have wired a Wiznet module to a MSP430 and it works without any problem. All you have to do is wire the SPI port and that's
about it. All the rest is software, you have to implement a DHCP if you want it to autoconnect, and then it's quite easy to establish
a TCP connection.
Well, when I say easy, I don't mean that you can do that in half an hour while watching videoclips on youtube, but if you spend
1 or 2 days on it, it can work fine.
I was talking about real ethernet, so with external PHY and connected to ETH peripheral.
On STM32F429-Discovery, I have posted on my blog, you need to make modifications on pins, because there is gyro and some other pins which interfere with 50MHz RMII connection.
W5100 is really nice for SPI, but in case you have STM32F429 then SPI ethernet is just useless.
He was asking for a _module_ to be connected to his board. Of course it depends what he wants to do with it
(not specified), but it he just wants to have _some_ ethernet connectivity, then a wiznet chip is an interesting solution
which saves you time and headaches. Now if he want so transmit real-time video, that's another story.