My experience with my new Pi 3:
First I loaded my micro SD card with the Full image of Raspbian Jessie(2016-05-27)(3.7G). After the first boot, I can connect to a WiFi but do not have internet(browser won’t show the web page). I tried to modify the wpa_supplicant.config and also the network/interfaces. And it did not work. Actually, I will even lost the ability to connect to the WiFi after changed the network/interfaces.
So I decided to try to load the NOOBS(2016-05-27)(1G), and I can connect to WiFi on that first window(operation system selection). And there was no problem downloading the operation system(Raspbian). After the installation, the WiFi connection works just fine. There is no problem connecting to the internet. I have no idea why, just want to share my experience.
My recommendation for first time installation (WiFi connection):
1. Use the NOOBS;
2. Do not change anything in the etc/network/interfaces;
I have also attached the configuration for my university WiFi network that require both username and password, which I spent a lot of time to figure out how:
run this in terminal: sudo nano /etc/wpa_supplicant/wpa_supplicant.conf