[Tomdarkness]

3 offer the ability to use your allowances in 18 countries at no extra charge:

http://www.three.co.uk/Discover/Phones/Feel_At_Home

It's not as many countries, but with 3 you can get unlimited data at a fraction of the cost (I currently pay £15/month with 3 for unlimited data, 5000 3 to 3 minutes, 5000 texts and 2000 minutes to other networks).

[switch007]

Currently using this in Australia (and Telstra have fantastic coverage). I was amazed it was available here. It feels too good to be true!

[kitbrennan]

Likewise, although I'm finding that Telstra throttles me quite a lot. Turns out you can use any network in Australia (with no roaming fee from 3), so I've manually switched to Optus and my speed has dramatically increased.