There are actually apps on the Play store to enable wifi connections automatically. You'll need root though to do it without a cable. The top choices in https://play.google.com/store/search?q=adb%20wireless all have root and non-root options. Without root you'll need to connect your cable as before; with root you can just enable the app. That saves you having to mess with the Bluetooth option.
If you also add adb to your system path on windows it makes connecting via wifi very quick and easy. Enable the app and type one line in any terminal window and you're connected.
