Why don't you just buy a local pre-paid SIM? Though I guess most of the time I'm travelling I'm on vacation, so don't need to be reachable on the usual number. That might be an issue if you're on a delegation.
That's fine in theory, but you have to find a reasonable deal, find a shop to purchase it in, familiarize yourself with how to charge it up, and all in the time you spend in that country. I've found it burns at least half a day - usually not worth it. Most of my leisure travelling is motorbike touring, and I may spend each night in a different country, or cross borders several times a day (mountains with interesting roads are frequently on borders).
If my travel was simpler, sure, it's somewhat workable, and I do have e.g. a German SIM. But it's usually better to just rely on hotel wifi, cached maps on phones, offline GPS on bikes, etc.
Only if you are at 'home'. If I where to use 3G on my phone when traveling in the US, I'd pay $17/MB! Even a 3 hour drive from my house (a trip a regularly make) will put me in a new country and I'm paying $7 for the first 50MB and then $3/pr additional MB. That makes watching movies kind of expensive.
