Yesterday I traveled from Amsterdam to Berlin and ended my day in Paris. Three countries in one day. And I did it all with just one data only sim card in my phone.
I've been trying out a new data only service called Roamline while I've been in europe. It works great and allows you to roam from country to country in Europe, Canada, and the US with a fixed rate on data.
It works great, but it is not cheap. At .39euro per MB, I feel like its a luxury. It's much more cost effective to buy a sim card in each country. In Denmark, I was able toget a 1gig sim for 48krone which is something like $8US. So that would be .8cents per MB. In london, I paid 20pounds for 1gig of data so that is 3cents per MB. Roamline's cost of .39euro per MB is something like 50cents US per MB.
But what you get in return is convenience. I needed to be in three countries in one day, I wanted data to work on my phone from the moment I landed, and I did not want to be running around looking for a store to buy a local sim card.
Of course the other option is to just use your US phone service and get the biggest data roaming plan you can. With AT&T Mobile, you can get 800MB a month of international roaming for $120. That is 15cents per MB. But after that you pay some crazy number like $20 per MB (at least that's what the AT&T customer service person told me when I called a few weeks ago to inquire about this stuff).
If Roamline were about half the price, somewhere around $0.20per MB, I think it would be an awesome service. And operating in data only mode is not a big deal. I use skype and a sip client called Bria for voice and I use Kik for messaging. Everything else is data.
You'll need an unlocked iPhone or Android to swap out sims like this. But I don't buy locked phones and never have. I think the lock+subsidy is a bad deal and I don't like being told what I can and can't do on my phone.
In any case, I think Roamline is an interesting option for people who do a lot of international business travel in europe, canada, and the US. If they can lower the price by half, then I think its a great option.