Personally, I think that Xbox 360's without Live is very boring. With Xbox Live, you can download videos, music, free game demos for all new games, game trailers, movies, television shows, play with people all over the world, make friends, send messages and pictures, instant message, even video chat. I think it is worth every penny, and I enjoy every minute of it. It is also very cheap. And a new 360 comes with 3 months of free Live anyways. So all you need to do is connect it to the internet. And no, there are only two ways to connect to the internet. Plugged in to a router or modem, or wirelessly with the Xbox 360 Wireless Adapter.
1 month is only 7 dollars
3 months is only 12 dollars
and 1 year is only 50 dollars