You know the old saying "You get what you pay for?" It certainly applies here.
PSN is terrible compared to XBL. Poor Customer Support, spotty patching, poor content features, and overall poorer online service than XBL. But hey, its free, right?
Wii Online doesn't charge anything because there really isn't anything to charge for - there are no leaderboards, stat tracking, dedicated servers or anything like that. Its all P2P, and all relavant information is stored on the Wii itself. Wii Online functionally is also basic enough where there would be no sense in charging for it.
There are very few online games or systems out there that go into as much detail and depth as the XBL system that are free, if any.
And besides, for everything you get, you can't say XBL isn't worth at least $40 a year. You get unlimited online play, fast and free patching, movies, music,TV, well-intergrated and useful community features, reliable, if annoying at times, customer service, game content, free community events, and lots of special offers.