Here I can offer experienced advise.

Cingular is the best service to use in the US, it has the most comprehensive service and good rates. It also has Global Roaming that you can subscribe to and get good rates internationally.
Verizon is the second best with good nationwide coverage but large areas that they do not have roaming agreements or you are surcharged. Difficult to use internationally. Roams on Vodafone which has excellent coverage but most expensive... ONLY if your phone will work on their system. Not usually.
Nextel/Sprint good rates for talkers that stay in major metropolitan cities or don't travel far from the interstates. International usage - forget it.
T-Mobile good for people that travel along interstates only. International service is good and rates are ok.

In Ireland:
Meteor = best rates but cannot use outside of Ireland.
O2 = good rates and works in other countries. (best deal)
Vodafone = Expensive
In UK:
Virgin = same coverage as T-Mobile but the best rates. (best deal)
T-Mobile = good coverage, fair rates.
Orange = better coverage, ok rates, good roaming.
O2 = Not the best coverage or rates in UK, but excellent roaming agreements.
Vodafone = Expensive
In Italy:
Wind = best rates and good coverage, will cost you when roaming.
TIM = better coverage and higher rates, my Italian is not so good, hope yours is.
Vodafone = Expensive
In the Eurozone:
Consider going into a Carphone Warehouse and getting their traveler SIM. Good rates in the EU.
Vodafone and T-Mobile are available in the most countries.
Vodafone is EXPENSIVE
When thinking of T-Mobile do not compare it to US counterpart. T-Mobile Europe is good. T-Mobile USA is NOT GOOD!
The best thing to do is buy a SIM card in the country that you are in. They will all run about $10.00USD more or less. They will includes some minutes and incoming calls are free. They will last 12 months from activation with the exception of Vodafone.