You might want to talk to Vodafone (UK), their roaming deals in mainline european countries are becoming quite reasonable. They now do a £2 a day or £10 for a month deal. It isn't unlimited but I think the allowance is OK, depending on your usage. If you are on a £40 a month contract (hint: even a 1 month one with quidco cashback) then the £10 a month roaming is included free.

The only problem I have with vodafone is they keep chopping and changing their roaming fees up and down, though they are trending down over time and I think they are always the best of the UK networks. I still have SIMs for Canada and Australia though!