Many older homes have ungrounded wiring. It is very common. Keep in mind that it is a code violation to exchange the two pronged outlets for three pronged types without providing a proper grounding wire - although it might seem like a quick fix to allow you to plug in modern appliances :)

To ground the electrical system (panel and circuits) you will need to hire a licensed electrician. It could run in the 1-2K range so be prepared. As Pete points out, really only the kitchen bath and garage need to have GFCI protection. Check with your local municipality to be certain. As a cost savings measure you may want to consider only grounding these circuits.

Good luck!

It sounds like you are talking about the individual outlets. If this the case, there are two holes in the outlet not three. You don't really need to have the outlets grounded for most parts of your home, but make sure you have GFIC outlets where needed. (Kitchen, Bath, basement, Etc.)

Does your home inspection report state that you need to further consult an electrician to inspect the electrical system (or a statement excluding certain systems from the inspection)?

This is a very standard statement on inspection reports. If this statement or something like it wasn't made then you may have some type of recourse against your home inspector.

If you're talking about the main panel being grounded it shouldn't be extremely expensive.