I was a Fi user early on --bought the first Nexus 5, in fact-- because I liked the $20/month base rate, and was always able to get a strong signal where my mom lives in Florida. Furthermore, $10/G wasn't a bad deal back then.

However, since then several factors turned me off:
-when I traveled to more rural areas within the US (i.e. areas where Verizon was rock solid), I found voice/data coverage were both spotty
-when I returned to China that year, it was easy to get a very strong voice signal throughout Shanghai, but 4G data was extremely fickle (i.e. find a specific 1 sqm place that works, and don't move)
-around the same time, data rates in China, HK, Thailand, and VN dropped dramatically (i.e. down to around $3/G prepaid for 4G+)

Before making this post, I googled Europe data sims, and first page of results was not appealing at all (i.e. mostly companies seemingly set up for the primary purpose of ripping off travelers who require some sort of peace of mind in advance....guys like my dad take such bait, and there are surely lots of them). While I can't say for certain, I'd be willing to bet that street prices in Italy, France, and Spain are pretty reasonable. Furthermore, since you're only buying data, you could presumably buy different SIMs in each country (if this is cheaper than using a single pan EU sim).