Sorry if this is a stupid question or has already been answered but I heard that you can connect to the internet directly without going through your isp. Just curious, how would you do this?
In a way you always have to connect to an "ISP". You might be thinking of getting a circuit or something from a carrier like Verizon, MCI, or AT&T. In that case they would be your ISP, but all they give you is an IP with the circuit and you are on your own.
If you have lots of money, you can get a transit agrement with a large carrier (UUnet, etc) and become your own ISP. In the end, the internet is just a bunch of large carriers connected together, so you'd have to conect to one of them (and they'd be your ISP, so to speak).