Remember that everything in life is a trade off.
Cheaper
Easier
Faster
Reliable
All these things are trade offs against each other.
This is probably the cheapest way to implement wireless
http://www.seeedstudio.com/depot/315mhz-rf-link-kit-p-76.html
They are not as reliable as bluetooth however - they tend to occasionally "drop" bits and occasionally think random noise is a real message.
Google "arduino virtualwire" to check out a library which makes communications using these modules more reliable.
The other thing you don't mention is what you want the arduino to connect to: another arduino? PC? mobile phone?