Originally Posted by advex
For example, if I buy it in France, and get a French number, how much will they charge to roam in Germany? A U.K. number might be the best so that I can understand the voice mail prompts

I'm in Europe around 4-5 weeks per year.
try
www.transatel.com
it's a multiple country provider which gives local cellular numbers in different countries like UK, France, Belgium, Netherlands. more to come. you get ONE simcard with different numbers on it. inbound calls a free if you are logged in with local country number.
but: it's NOT prepaid
it's quite easy to get a card, you can pay with credit card. all info you need is on their website.