I have made several browser games in the past (Nickotopia, Neranex), and I would like to add a few remarks to building a browser game.
If you are making a true browser game, one that solely uses clicks to make requests I believe you should use a good webhost with PHP and MySQL. Although bandwidth is important, it is as much of an importance as it would be on any other sites. I don't think a browser game chews up more bandwidth. I made a mmorpg using keystrokes and AJAX, and it was really fast enough.
If you are make a browser game that reads keystrokes, but not necessarily uses a flash or java apllet, I think you might want to try hosting on your own. One of the benefits is that you can use an external server which can connect straight to your site's database. This was one of my disadvantages for a school project we had, since we couldn't display the user stats on our webpage for a certain player from the game server. Most hosts don't like it when you want an external application to connect to your site's database.