I don't know about elsewhere, but in the UK we can use a WAP site such as eBuddy (or indeed the MSN WAP site). (on my phone) It's text based and you basically talk by sending "text messages".
However, I know WLM has told me before that to send messages to a mobile device would cost money (I think this was in the BETA though)
I used the Mobile Chat for over a week when I was working away and the only charges I got was for using WAP (I had free WAP anyway

)