Well, it would help a little to know who your service provider is. I know with Sprint, some games can be purchased for a one-time fee, while others cost anywhere from 2.99-5.99 per month if you decide to keep them. If I browse to "get more games" on the phone browser, it usually says somewhere near the bottom how much the game costs, and if it doesnt say "5.99/month" I would assume it's a one-time fee, but if you're unsure you can call your service provider or go to one of their stores and ask.
Depending on your service provider and what kind of limitations they put on your
WAP capabilities, you can use your phone's browser to download free games. There are plenty of sites for free games if you search this forum or try a google search. Again, it depends on your service provider because some of them have blocked the ability to get free stuff (ah, capitalism).
If you are by chance with Sprint (I believe this uploader works for Cingular as well, with an sms address to send the download link to) check out the uploader I use at
Phone Uploader
Hope this helps...