If you use GPRS for internet - it would be a paid service because it'll be through your mobile phone service provider.
iphone has built in wi-fi so it can connect to your wireless router like a laptop does, in this case you can browse using an existing internet connection.
You should already have a data plan, if you do you are covered unless you tether to a laptop, (use your iphone as a modem). Purchases, however, are not covered by your data plan.