Internet access on iPhone anywhere?

Hey!

I got an iPhone nearly two weeks ago, and I noticed that you have to be connected to a hub (if you like) to enable you access to the internet. On my last phone, however, you only needed signal to access the internet, but with the iPhone you need to be connected to a hub? Like in starbucks for example if you're on the outing, or if you're at home, a hub there.

Is there a way that I can access the internet on my iPhone anywhere and everywhere? Like I would/could have done on my old phone using the signal? Like in the car for example?

Many thanks for your help in advance.
Amber.