Recent studies have shown that the traffic load is often distributed unevenly among the access points. Such load imbalance results in an ineffective bandwidth utilization. The load imbalance and the consequent ineffective bandwidth utilization could be alleviated via intelligently selecting user-AP associations. In this paper, the diversity in users' utilities is sufficiently taken into account, and a Stackelberg leader-follower game is formulated to obtain the optimal user-AP association. The effectiveness of the proposed algorithm on improving the degree of load balance is evaluated via simulations. Simulation results show that the performance of the proposed algorithm is superior to or at least comparable with the best existing algorithms.