How can I use my cell phone’s internet connection via my MacBook, so that I can (in theory) have internet anywhere I have service?
You should also be careful when tethering your cell phone depending on your cell phone company. It could be in violation of your contract, depending on what country you are in.
I am not sure about using a Mac, but I do it with my Nokia phone and Ovi Suit. I just have to click Connect to Internet and it connects straight away.
So you would need to have some software installed.
Just remember, mobile phone plans are usually limited, so be VERY careful when you connect your phone to your computer in case you have something updating your computer in the background - otherwise that would be costly
here are some similar questions and articles concerning your question.
How To Use Your GPRS Cell Phone As A Modem
How to Set Up Laptop Wireless Internet Access Through Your Cellphone
What is the mobile phone you have?