Possible religious context aside, it is undeniable that "Freedom isn't free" is one of the most over-used political cliches in the United States. It's so common that it has even registered on the radar of those bean counters at Wikipedia. But this doesn't stop it from being one of the profoundest things about human living-together that one can know.
It all really boils down to how you define "freedom", and if you go to that node then you'll find an extended discussion of the main question in this regard: Is freedom the absence of constraint? Clearly something that's very important about freedom is that it means you can do what you want, but there are always limits to this. A world where everyone had the right to kill everyone else would, of course, not be a world in which freedom could be said to exist; we would call this anarchy.
Right from the beginning of serious thinking about politics in Ancient Greece people have drawn a distinction between these two conditions. The Greeks were interested in "freedom" but not in what they called "licence", which was the exercise of impulse without any constraining factors. In the same way that an individual has to overcome pure hedonism and impulse to avoid being self-destructive, so a political community also has to ask something of its members - even the most basic things such as "obey the law" or "thou shalt not kill" - to ensure its own continuity. You have to give it something to be a part of it. Freedom, it turns out, is not free.
In this definition, freedom means not the right to act on impulse, but instead to be given the free, safe space in which to pursue your goals - to actualize who you, as a unique individual, are. This space clearly does not exist in a tyranny, but nor does it exist in anarchy either.
Imagine the hypothetical state of nature, the time before society where every person lives in constant fear because of the scarcity of the necessities of life and the constant fear that they can be killed by one another. Freedom might exist here in terms of the absence of constraint, but it is not freedom in any way that we would understand it - not freedom to love securely, nor to exercise our creative abilities, or to raise our children free from fear of their murder. Men who live in constant fear of losing their lives cannot be free and realize their human potential, because they remain on the level of beasts.
And it is for this reason that societies are formed, to free people from this fear of violent death and allow them the safe space in which to be themselves. This is the beginning of freedom, the freedom to live a life fit for a human being rather than a beast, but it came at a price: the abandonment of pure licence, the right to do whatever one pleases. And although she is never as harsh as brute nature, freedom is a strict mistress and will demand further sacrifices at her altar.
Man is by nature a social creature and once that nasty state of nature business is behind him, loves his life amongst the world of other men. Everything great in man presupposes other human beings to witness it and share in it, whereas the mere process of staying alive that occupied him in the state of nature was isolating. Once men are in a society together, it is necessary for the preservation of this human freedom to prevent the dissolution of this society through further sacrifices of the right to pure licence. And this is where all sorts of laws and cultural rules come from. Because every human can potentially do anything that a human is capable of, and might do at any second, they have to be asked to give up some of this right so that society might be sustained and the conditions of their freedom maintained.
This, of course, does not mean that any particular law or rule is just. But it is the principle that matters, and the principle stood unassailed for most of human history. Yet it has recently come under attack by the twin impulses that exist at the heart of modern liberal democracy - the need to perpetuate itself, a need shared with every other society - and a need unique to it: to give its citizens freedom - licence - to do as much as they possibly can be allowed to get away with.
It is no coincidence that modern liberalism has arisen at the same time as rationalism and science, which delight in mocking the old superstitions and structures of oppression that kept previous society together. Older societies were based on the command which found its expression in the Decalogue to "Honor thy mother and father", which means honor the traditions and laws of one's forefathers. Our societies aren't interested in preserving the traditions of our ancestors, but in attacking them and overturning them. We are dangerously close to forgetting that in this orgy of destruction and innovation we may be creating the conditions of anarchy, and that more than licence is needed to maintain freedom. The global recession which is about to occur might serve to remind us that there exist duties as well as rights.
And in the field of international affairs this phrase's meaning remains essentially the same. The international system is something like that state of nature that the first sentient man opened his eyes to thousands of years ago. In times of war, states ask their citizens to sacrifice more - many have to make the ultimate sacrifice, while all have to do some small thing to help the struggle for survival. And many countries allow their freedom to be shrunk, and allow tyranny in by the back door, because they value the continuity of their community in some attenuated form or other more than its complete breakdown or destruction.
The United States and the West in general are not involved at the moment in any war that their direct survival hinges on. But they have been within living memory, and may be one day again. And the point is this: only by considering this extreme example do we realize that in relations between countries, where the right to kill another state still remains, are we most in need of the realization that freedom isn't free. Faced with the threat of personal or national death, we must submit to life-preserving duties; maybe even life-preserving myths. And that is why the men and women in uniform, who have made the personal choice to spurn a life of easy consumption and risk death on foreign battlefields, are truly the most free of all and embody the simple fact of life that freedom isn't free.