Getting your PS3 online costs nothing. Does Microsoft have a case? Two of Gameplayer's writers, Ben Talbot and Ryan King, bash heads over this crucial issue in this article.
"Well perhaps they could fund it with ads. Billboards in GTA would show real products; vending machines in Splinter Cell would promote real fruit-flavoured drinks; the adverts on F1 cars could carry ads for Bertie Beetles."