If you're in a given country for only a day or two, local SIM isn't worth it.

Though now with EU-wide roaming, maybe that doesn't matter. If you get a good deal in a country and plan to travel to others, it may be worth the time.

However, I just got back from Spain where I used the Tuenti SIM and it was great throughout Spain but when I drove into France, the speed was only 3G and I was no longer able to tether.

And then on the flight back I had a layover in AMS and again, it was only 3G, not particularly fast either, well under 10 Mbps down.

Now back in the US, it's roaming on T-Mobile and it only gets 2-3 Mbps down.