No mention of T-mobile?
For me at least they do this nice deal, where you can get 50MB roaming data for £10, which works out to something like 20p a MB.
Still a lot (and I agree the roaming costs are outrageous for what they are) but far better than what the others offer. I got a 1 month rolling contract while touring across Europe* and the above deal was excellent (I used the roaming charges primarily for email, the odd web lookup and my GPS, as it pulls map data via a net connection if it hasn't been to an area before).
Something to consider for those of you who are on T-mobile (this is one of their booster packages, and is available on all the contracts of theirs I've used).
* Only applies to EU countries, When we drove through Switzerland for e.g, the rate was 7.98 per MB, but they send you a sms to warn you, so I just turned off my phone while there.