Here's what I've done, not sure it needs to be so complicated.

- device was wired at the office
- moved home, configured two WLANs (slim, jo-sac.ch)
- selected jo-sac.ch, connected to player, all fine
- reboot (caused by firmware update or manual)
-> didn't connect to wlan any more

/etc/network/interfaces:

auto lo
iface lo inet loopback

auto eth0
iface eth0 inet dhcp
        script /etc/network/udhcpc_action
mapping wlan0
        script /etc/network/if_mapping

iface jo-sac.ch inet dhcp
        script /etc/network/udhcpc_action

Next try:
- go through the setup wizard
- select previously configure jo-sac.ch wlan
- reboot
-> not even ethernet is connected

/etc/network/interfaces:

auto lo
iface lo inet loopback

iface eth0 inet dhcp
        script /etc/network/udhcpc_action
mapping wlan0
        script /etc/network/if_mapping

iface jo-sac.ch inet dhcp
        script /etc/network/udhcpc_action


I was able to manually select my wlan from the wlan menu, and it connected every timel. It just didn't remember the choice after a reboot.