I was sitting here thinking: "I'll tell him about GSM phones and the talk about the pros and cons of windows mobile devices like the Treo 700w.." Then it dawned on me...the most obvious answer... BlackBerry.
Others can tell you in more detail than I about international plans and roaming... I know you could get a BB from someone like Cingular (AT&T) and get a plan that lets you use it in Europe, but that tends to be expensive... I have a BlackBerry, but its through Sprint, so I don't take it internationally... but I do take a GSM phone with me and just buy pay-as-you-go cards for which ever country I'm in...