As far as I'm aware, the closest thing to what you are describing is a satellite modem. Cost: Lots (i have no idea.)
You will probably have heard lots about Wi-Fi/WLAN/etc - this is effectively a short-range wireless internet connection, but *only* works when you're within range of a transmitter 'hot-spot'. Currently these are quite few and far between but getting more every week, with plans to put them in pubs, McDonalds, airport departure lounges (Birmingham's already done, thus probably others...) and other places. Intel's new Centrino chipsets (see TV ads) are effectively internal Wi-Fi 'modems'.
Lost still? Take a read here if you haven't already...