A typical piezoelectric ultrasonic transducer won't be as efficient when driven at frequencies other than it's rated one. They act a bit like a resonant LC tank, so sensitivity drops off quite sharply.
A typical figure seems to be ~2kHz -6dB bandwidth (e.g. with 40kHz transducer if will be half as sensitive or give half the output at 39kHz and 41kHz)
40kHz seems to be the most common (and cheap) but you can get different frequencies like 25kHz, 60kHz, 180Khz, etc.
Rather than doing this though, why not just use 4 of the same and pulse each one separately, or use one and rotate through desired angle with servo.
Unless your robot is travelling very quickly it shouldn't matter if you stagger the pulses slightly.
You can even make a basic SONAR this way, here's an interesting PIC based example.
Arduino is a good starting point. There is a WiFi Shield available.
Your question, "What kind of microcontroller do I need?" is too broad. There are literally hundreds if not thousands of microcontrollers that you could potentially use. So how do you go about selecting one?
First, there are many manufacturers such as Microchip (PIC), Freescale, Atmel (AVR), etc. Selecting one is largely preference, but also highly dependent on support, price, reputation, available tools/software, feature offerings, etc. PIC and AVR are, for example, very popular platforms for 8- to 32-bit microcontrollers. The Arduino Uno is based on the Atmel ATmega328 8-bit microcontroller.
Let's say you pick AVR after becoming familiar with Arduino as a starter platform. (This is what I did.) Atmel has a microcontroller selector which gives you a parametric selection matrix to help you narrow down choices. The available microcontrollers are quite numerous, and some are purpose-made with specific applications in mind, such as portable music players, automotive applications, touch-based devices, and so on.
Using the selector, you can filter by such properties as memory size, pin count, CPU speed and type, temperature range, included timers and interrupts, external oscillator support, etc.
From what you've explained of your application, you are simply reading the state of five input pins and need to send that to a PC over a wireless (presumably ethernet) network at a rate of 15 Hz. The minimum requirement for that would be, obviously, at least 5 I/O pins, plus a way to connect to another component to send the data. SPI and I2C are common interface types, requiring two to four pins, depending on configuration. The WiFi Shield for Arduino that I mentioned earlier uses SPI to connect to the Arduino.
In the case of the WiFi Shield, all of the processing required for handling TCP/IP, encryption, and so on, is built into the board. If you decide to design and build your own microcontroller-based device, you could potentially find WiFi modules designed to "plug and play" with a microcontroller via SPI, or select individual components and create your own WiFi implementation. Personally, that would be a daunting task, especially if you're not familiar with microcontroller basics.
This site is not suited for product recommendations, but I can at least tell you to look for "WLAN Modules" or "WiFi Modules" at your favorite electronics component vendor. You can use their search tools to find modules that suit your needs, including the connection type you intend to use with your microcontroller.
If you're doing a one-off, or just getting started in learning, I would definitely recommend picking up an Arduino and the WiFi Shield. There is a lot of support for it, most of the difficult work has already been done, and there's even an Arduino StackExchange site.
Best Answer
1 . Breadboard or Stripboard will be fine for prototyping/learning purposes. FOr the latter you need to have basic skills with a soldering iron.
Either should be fine for basic distance sensing. You have more control with separate units , for instance if you want the receiver and transmitter to have different polar patterns (sensitivity angle - you could put one in a tube to make it more directional for example) or slightly different angles (for whatever reason)
Can be powered by any reasonably clean ~5-12VDC >250mA supply (probably get away with less but 250mA is easy and makes sure you have plenty for additional stuff like LEDs, LCD, etc) This could be a DC wall brick, batteries, etc. You will need a regulator (e.g. 3.3V LDO) for your micro but the transducers can be powered directly (up to 20V rms according to Velleman page)
You will need a couple of general purpose transistors (NPN or N-ch MOSFET - BC337-40 is a good choice) to switch the transmitter with, as you will want to use the higher voltage input rail (rather than the regulated micro rail) for extra range.
Any small 8-bit micro with a couple of timers, a PWM peripheral (a comparator/ADC would be nice) will do for simple sensing and display on e.g. LCD. This could be a PIC16F, PIC18F, AVR of some sort, MSP430, etc. You can get simple dev boards or "starter packs" for all these micros that will get you up and running quickly. For example with a PIC16F you can use MPLAB/MPLABX to write your code on, and use a PICkit3 to program the chip with. Here is an 18F pack that includes dev board and PICkit3. Lots more boards here.
I assume you mean using Proteus for development (I have only seen it's PCB design part) This is okay if you want to go that way, Proteus has a pretty good rep from what I have heard. Personally though, I would stick with the tools provided by the people who make the chips (unless they don't provide anything) I have used MPLAB for all my PIC development and it's a very solid platform. MPLABX is the next generation IDE, based on Netbeans.