I have not tried this in practice - my notebook is too big for war-walking anyway. But for antennas:
The built in antenna in Orinoco is so-and-so, but it is there, and it is small and light. It is roughly omni, but the pattern is quite irregular. Bad gain is the problem.
To connect anything to Orinoco's propietary tiny connector you need a cable (and that connector). I would start with a pigtail, you can get quite short ones, 19" and even shorter. The standard antenna end connector is a N-connector (male), which is quite big and bulky. You can easily make yourself a tiny quarterwave antenna by soldering a piece of wire to a N-female connector. The wire should be 1.22" long, measured from the isolator. It should be better than that built-in antenna, but there are ones with more gain. See the antenna FAQ for 5 dBi omnidirectional antennas, they are still walking-friendly in size.
If you want something ready made, and pay $$$ for it, see for example "2.4 GHz ISM Omnidirectional Blade Antenna w/ MC" at
http://www.fab-corp.com/ I have no experience with that but it is quite small, light, and with descent gain.
I guess it is disappointing, that all antennas (what I know) need a cable. The tiny connector on Orinoco cards can not carry any weight of an antenna, and you have to figure out where to attach it. The shortest Orinoco pigtail cables I have seen are 12" long.
Good luck,
Ted