I switched to wifi years ago because I got fed up with being reamed by roaming charges.
I'm not willing to pay 1/4 of what they can be, especially for data in Europe.
For calls, I've got South American, North American, and European SIMs.
Sometimes I have to root around for a network; but on balance, I'm much happier now.
In the worst case scenario, if you are stuck at some hotel with the chutzpah to try to charge $20/day or something for wifi (e.g. in Switzerland), you can always sign up for Boingo or some similar service, and pay the monthly fee.