The question you have to ask yourself is how bad do you need your US number in Europe ?

Sprint is no doubt, the cheaper all-inclusive provider in the US. I use my Sprint iphone in Europe with a local SIM--sprint will unlock it for you.

Europe has pretty inexpensive Data plans. I'm currently using 3 (three.co.uk) in the UK and for 15GBP for 30 days, I get 300 minutes, 3000 texts, and unlimited Data. The data service is more than sufficient for me to VPN over cellular to my office and use a VOIP Client (Bria) without any complaints on the far end.

Skype in/out would be another alternative as well.

So, if using a VOIP provider is an option, then your best bet is to get a local SIM in the country of your destination rather than paying a premium for the privledge of keeping your US number.