I just changed router and can't connect online. I went through all steps on http://support.xbox.com/en-ie/pages/xbox-live/troubleshoot/connection-issues/cant-connect-to-xbox-live-wizard.aspx and still no joy.
All my 2 laptops , pc and Adnroid phone have no problem to connect.
So there is something wrong with xbox settings. On my network adapter i have only red light.
I am using wireless connection same as with old router. I check password few times if it's correct. I even changed for something really simply.
I checked all options on my router , MAC filter is off, no restriction apart from password.
I am using WPA2 key.