Often the required firmware is in the non-free section of Debian, which isn't enabled by default for idealism/purity reasons. It is very simple to enable installation of packages from the non-free section, and then usually everything just works. Basically, Ubuntu have chosen a different default - it probably doesn't actually have any firmware that Debian doesn't. Neither approach is wrong.
Or if you are installing from a CD or USB image you can instead grab one of the "non-free" images which should have the necessary firmware and repositories setup and ready to use after initial install. I don't think it's very easy to find these directly from the website but in case anyone's interested here's the location:
A handy workaround is to use your mobile + usb tethering.
Plug it in, then enable USB-tethering while logged into a wifi (data will go to the wifi not towards your mobile data plan then). The usb-ethernet driver works out of the box for almost all distros.
