Clearly you are less price-sensitive than most of us.
You should consider getting a new smart-phone or PDA type of device (Treo or Blackberry etc.) on a separate phone number from your voice service, on a new data-only plan. You want it to operate in Europe, so you need to look at T-Mobile or Cingular because they use GSM technology. You want the unlimited Internet data-only plan, which only covers US operations. Foreign operations will be at additional (roaming) charges. Usually T-Mobile is much less expensive than Cingular for US data-only plans. But for the device itself, you need to do a little research and even have some of the devices demonstrated for you to see which is most comfortable.