Here are some comments in brief -
1. I believe that you would finally be accessing content with your WAP phone no matter what. Though you have ASP generating dynamic WML content you need to encode the content via WAP Gateway to make it compatible for the phone to understand.
If you can use your service providers settings for WAP you might not have to do this.
In that case you just need to have your application having a wap address.
2. Push cannot be supported without a WAP gateway. With a little bit of networking and components you can get a basic SMSC running. I am not sure how you would get that though.
3. Dial up access to your web server hosting the WAP content can be made possible with as simple as a dial in modem connection. If there are no traffic issues then this is the simplest solution to set up a RAS along with your Webserver.
Professionally components like NAS (network access server) & radius proxies are involved in this.