This is definitely needed. I've been wishing for this feature since I purchased my first ship. I don't understand why it's not already in game, and I don't understand some of these crazy suggestions people are throwing out. Some people can't wrap there heads around the simple idea of a dirt-cheap ship with no abilities beyond travel that you would then ditch when you got to the station holding your ship. EVE has this exact system with the capsules they use. As someone mentioned, a Sidewinder is already close to that. However, it's a little expensive for a transport shuttle, requires a shipyard, and has a relatively low jumprange; if you have a ship stored in the middle of a bunch of long jumps you may not even be able to reach it. A transport ship should be available at all stations (maybe through contacts?), be incredibly cheap, have no weapons/cargo space, have a good jump range, and able to be discarded at the target location. It would be even better, but not really necessary, if it had a large fuel tank and a fuel scoop.
I also like the proposed idea of a system where you pay based on distance to have it transported back to you (which would happen in real time).