I have the 5S as well, unlocked by AT&T.

The iPad mini 2 is better for tethering because of the battery life but obviously not as easy to carry.

For short visits, I haven't been bothering to get local SIMs because of the T-Mobile SIM. However, I've downloaded a lot of stuff on TIM. A few years ago, I went to Sicily just as a season of Game of Thrones was ending S1 or S2. They didn't have HBO Go at the time so I downloaded the torrent, since I didn't have a way to access my Direct TV DVR over the Internet at the time either.

Had to watch the finale for that season, couldn't wait.

But I download dozens of podcast episodes each week and slow hotel Wifi is the bane of my trips. I've spent as much as 30-40 Euro for 2-week trips but it'd be hard to justify for a week or less, unless hotel Wifi was so bad that the only way to stay connected would be to get a large amount of mobile data.