It was relatively expensive in the past to buy a temporarily prepaid SIM card and have data access on it as well. The prices, however, have come tremendously down in the past couple of years and I always buy a local SIM card if I am in the country for more than 24 hours.
There really should be a better regional or global solution for mobile data roaming. At the current prices, it usually doesn’t make any sense to roam using your home carrier’s SIM in a foreign country. The data roaming charges would usually kill you.
There are few exceptions to this. I was visiting the Baltic countries this past July and opened a Sonera contract in Finland that included the data and call roaming in Nordic + Baltic countries without any extra charges. I was able to use the unlimited data and almost unlimited calls for a fixed charge of around $30.
Right now, I am here in Vietnam. I purchased a SIM card back when I was here last year and just recharge it with less than $3 in every subsequent trip here to have seemingly unlimited data for any 30 day period.
There might be a some sort of solution coming for European Union countries. The European Commission is trying to push through a directive that would allow you to use a plan purchased at any of the EU member states in any other EU member state without incurring any roaming charges. This would be perfect solution that the telecommunication companies don’t seem to like.
I truly wish that there would be an affordable solution for worldwide roaming at prefixed rate,but I don’t see it coming anytime soon. I guess that we all have to keep expanding our SIM card collections and deal with various different APN settings once in a while.