I've been using my BlackBerry 7230 in Europe for the last 6 months and it works great! T-Mobile is my carrier back in the US, and I roam on whoever it selects for me. I've used it in the UK, The Netherelands, France, Germany, and Switzerland and it's been brilliant. I think the cost at $15 a meg is pretty reasonable.

I think you should have success almost anywhere in Europe, as GSM is the standard here, and I believe GPRS connectivity is available almost everywhere. T-Mobile's web site can tell you more about GPRS roaming.