Yes, you must have the BlackBerry data plan to access the internet; it is a different plan than the more generic internet plans because of BlackBerry/RIM's restriction that allows only Blackberry devices on their network. There is a seperate plan that will allow you to use e-mail. You can buy a few things for the BlackBerry on the T-Zones page, but most are on the internet.
If you have a BlackBerry that is wi-fi capable, then you can access the internet that way; however, that will of course only work near a wi-fi access point of some description, whereas the BlackBerry internet package works anywhere that you have three bars of signal strength or better from a T-Mobile tower.
The BlackBerry Pearl 8100 has a media player; it does not have wifi.