Troan there really isn't anything cheaper i know which is national... there maybe a local company cheaper, but i wouldn't bet by much.
if you want a faster connection ask for an ISDN setup, might not be DSL and might still need the phoneline (though technically so does DSL/ADSL) but atleast you'll have the speed of in theory 128kb/s
i've played UO with a 56k though, as long as your signing on at 53.3 the ping is actually more than alrights, in fact it should level out around 180ping if your using a hardware modem. Which is enough to play most games online - i even play Jedi Knight with that kinda ping.
course some of the more rural area's never connect above 28k, with no possibility of DSL and really the only decent option you'll have is a Terminal Line.
depending on how far out from a major network terminal you are generally depends on how much your charged.
if your within 3miles of your local exchange its somthing like $250 but if your like 10 miles then its $600.
sorry but your not going to find a cheap solution to your problem