A male-male USB-USB cable won't work. You have to make your PC act as a USB slave which is not possible for regular users and/or because of the hardware. PCs are almost always master-only. The Pi also thinks it's a master. We can't have two masters or else one or both of them will break and/or literally burn or, in the best case, the connection simply won't work.
Also, going without adapters is not possible for regular users. You'll need adapters. Just go buy a cheap WiFi/Ethernet adapter if you want it cheap. It will save you the hassle. It's also cheaper considering you have to replace your PC/Pi when something breaks because of totally unnecessary tinkering (unless you're a hardware hacker, then I encourage you to do it). Going with adapters is the cheapest and the best way (if not the only way).
If USB is not your thing, there's ENC28J60. It connects using the SPI port on your GPIO pins.