Another issue I have seen is providers such as TIM blocking international access for a couple days when you activate a pre-paid SIM. For many trips I used SIM from the countries I visited, but IMHO it is becoming harder to do so in a quick and easy fashion so I moved to using a roaming SIM card from United Mobile. Free incoming calls in most countries and $0.49/minute to call back to the States.

http://www.united-mobile.com