The cheapest WiFi dongles you'll find are the myriads of WiFi-G dongles running at 54mb/s (not MB/s). They can be for as little as £5 in places, to as much as £30. Some do include micro-SD card slots to be used as data storage too, but I've only seen them in magazines, never one actually sold in shops.
The more expensive WiFi dongles are the WiFi-N dongles running at either 150mb/s or 300mb/s. Those cost in the region of £25-50, and I've never seen one that includes micro-SD.
You can get WLAN dongles, which require you to put your phone SIM card in and connect to the EDGE/3G/similar networks that allow smartphones to connect to the internet. They all rely on price plans which are typically paid monthly (on contract - otherwise you can get Pay-As-You-Surf in some places but I don't like them). Beware if you use one - they often have hidden charges if you go above the bandwidth limit (usually 2-6GB per month, depending on company).
Before you buy any dongle, always check for reviews. Many are difficult to work with or have connection problems, like my Broadcom WiFi-N adapter for my tablet laptop. In fact, Broadcom especially seem to have the most problems in my experience.