Sorry for not answering earlier but, as you mentioned, GPRS roaming still seems some ways away.

Here in Switzerland the two smaller carriers, Orange and Sunrise, have started offering GPRS, with Swisscom waiting for Q1/02. I have tried Orange's service on a T39m via Bluetooth, and it works very nicely, at about 40kbps. It feels similar to analog V90 service for both throughput and latencies, with a perhaps more reliable connection. Sunrise tops out at 28kbps for now.

However, the rates are still not exactly competitive: 5CHF per megabyte on top of the monthly 20CHF

Orange claims the main impediment to roaming is that roaming prices are calculated based on time, not data quantity. I would think that if an operator knows how much to bill its own customers, it could apply a similar model for roaming guests.