I'd suggest taking a look at the existing thread:

http://www.flyertalk.com/forum/trave...paid-sims.html

Unless you really need to keep the same phone number in all countries, I think it's better to get individual SIMs for each new country. That will certainly be the cheapest way, per MB.

Which model iPhone 4 do you have? If you have Verizon's or Sprint's, it won't work in your designated countries except maybe in some parts of China.