it is all based upon the game developer about 85% of all the games are free no monthly you can just share the same connection with your comp if you have Broadband that is pretty simple but if you are running on a 56k it might be a bit more difficult.

I recently just had to buy a network router (a.k.a. Hub)
and some network wire and I am set besides the adapter of course

but if you do have to setup a new Isp just for the isp it'll cost you money also some games like ff11 has an extra fee much like Uo and everquest do for the pc