What is the easiest method of connecting MacBook Air to iMac? I'm planning to migrate to iMac and I don't want to do it via WiFi. I don't have Ethernet adapter for MBA. What cable should I get, that is not too expensive?
OP: It is hard to answer your question without knowing what year the MBA and iMac are so we can determine what ports you have available. The Thunderbolt cable option will not work unless you MBA is new enough to have Thunderbolt.
You could also use Migration Assistant by connecting your Time Machine backup from the MBA to the iMac.
The new iMac does not have a Thunderbolt connection like the Air does, so you would need the Apple USB-C to TB adaptor, then a TB cable on top of that. That is a bunch of money for something you will only use once.
You can import (migrate) from a Time Machine backup. Do you have a Time Machine backup on an external USB drive? Just plug that into the new iMac and import from there.