In late 2009, I spent about two and a half weeks in Rome, Italy, which is far removed from my hometown of St. Louis, MO. Italy, France, Asia, etc. – all these countries are outside of AT&T's nationwide coverage plans, and since I wasn't going to be traveling for many weeks, I decided to not sign up for AT&T's extremely expensive worldwide plans, but rather did the following, which allowed me to stay in touch with friends and family worldwide, with different tradeoffs for each:
SkypeOut for phone calls to friends and family.
This allowed me to talk to anyone from St. Louis, Rome, etc, for a very low price of only a couple cents per minute. Downside: You must be near a WiFi hotspot or network connection. (I actually used my MacBook Pro as a hotspot for my iPhone to connect and make calls over the Internet). Phone call quality is excellent, and you can video chat and Skype for free with others using Skype.
AT&T World Traveler plan (month to month).
A week before I left, I called AT&T and asked them to add the $5.99/month 'world traveler' calling plan to my account. While nothing huge, this shaves $0.30/minute off phone calls, and keeps incoming text messages free. (Normal rate is $1.29/minute, new rate is $0.99/minute). Downside: Costs a ton of money to make anything resembling a long phone call... only good for emergencies/planning Skype sessions.
AT&T Worldwide Data plan (month to month).
AT&T gives a few options for data while traveling abroad - I chose the $24.99/month 20 MB data plan - I get to have 20 MB of bandwidth using 3G networks in Rome. Not a horrid deal, when you consider that 1 MB = ~$5 without the plan. (Save 1/4 the money). Downside: Still costs a ton of money for data, and you need to carefully meter your bandwidth usage. Also, turn off push, visual voicemail, etc., to make sure tons of data isn't loaded in the background.
A combination of all these tools is what worked best for me. I typically stuck with Skype (I had it running on my Mac at all times, and then on my iPhone when I wanted to make a phone call to the 'States), but when roaming around the city, I kept my iPhone on, and set it to 'data roaming OFF' whenever I wasn't using the 3G/internet.