A MacBook pro as well as a MacBook Air come with built-in wireless airport cards so connecting wirelessly should not be an issue. However, you will need to be in a proximity of a wireless network. If you want to be connected as you are moving, like on a bus, car or train then you probably will need some sort of connection that some cell phone providers have, Verizon, Sprint, etc., called EVDO. See here:
http://www.evdoinfo.com/
http://www.evdoinfo.com/