I don't know where you're going, but Scott's suggestion to buy a kit once you get where you'e going isn't bad idea. I'm not that crazy about buying stuff on eBay; I much prefer to see and touch it before I take it home.

Here in Spain Boulanger is selling a dual-band, unlocked Nokia or Motorola phone for 39EUR and triband Motorola for 49EUR. That might be cheaper than the eBay route. I'm sure wherever you're going there will be comparable deals.

Edited to add: MediaMarkt (like BestBuy all over Europe) is selling several prepay phones at great prices. Alcatel, Motorola, Sagem handsets for 29-39EUR with 100EUR of calls and a SIM card. Pretty tough to beat that deal.