If you already have a quad-band phone and service in North America, you can either arrange for international roaming with your US provider (convenient), or get the US provider to unlock the phone so you can substitute a European SIM for the one in your phone now (lower per-minute charges with a local provider).
Compare costs for your likely use --eg, two brief calls a day for 10 days, total 40-50 minutes. That could be close to $50 if you are paying .99/minute (typical with roaming) or $20 if you get a local SIM that costs .40/minute. The difference may or may not matter when you factor in the convenience of keeping your own number and not having to shop around.
These figures are rough estimates, based on my general research on this topic, not on any specific offer available today.

If your travel partner choses a Euro SIM and you stay with your US provider, I think all calls between you would be international, so it would make sense (but not be necessary) for both to select the same service.

Thanks so much for the clear information. I will discuss with my sister so we are on the same page.
I don't have a lot of confidence in customer service at my cell service. If the agent has not traveled, they really don't have the all important correct answers like Fodors posters do!

Is it really possible to get your U.S. provider to "unlock" your phone?

Sure - depending on the mood swings of the CS rep you get.

I bought an AT&T GoPhone and had it unlocked the same day. T-Mobile unlocked five of my phones with one request.

If the rep says "no," hang up and dial again.

Yes. Both tmobile and AT&T now unlock your phone as long as you are in good standing. My family unlocked 4 phones from AT&T last year and 2 already this year, and unlocked 2 V195s from tmobile last year. Even the Moto Q Global I bought a few weeks ago has already been unlocked by AT&T. They have really changed. I even read in howardforums that someone that is NOT a customer (but had an AT&T) phone got it unlocked via AT&T.

Just a quick update on Roam Simple. The phone we bought was refurbished and ended up giving my daughter some problems. So Roam Simple said that they would refund us our money on the phone. I'm working on getting that done now. I would assume that a new phone would not have had the same problems.

Also, although Roam Simple had a very nice man in their customer service department, if you call after hours or on weekends you will have to leave a message and wait for their call back. Or you can send an email and wait for their reply. However, this is not very convenient,because at least in our case, everything that went wrong with the phone happened after hours or on the weekend! It would have been preferable to have customer service available 24/7.

I still don't know what my charges are for the calls. They don't appear on my account as yet so I've left a message for a return call. Strangely enough this last call was during office hours and I still can't reach them!

An update. Just came back from Italy. We brought 4 Call-in-Europe cell phones and they pretty much worked well, with the exception of some spots in Venice and Assisi where the phones said "Emergency service only".

I bought an unlock code from eBay for my Treo in anticipation of getting a local SIM card once we arrived in Rome. I followed the instructions and was able to unlock my phone in seconds. Didn't feel the need to get a local sim card because I only used my Treo a few times to check my voicemail and to make a few short calls to the US.

We basically used the Call-in-Europe phones to keep track of the teenagers whenever we had to separate for our little shopping excursions.

Please bear with another techno-challenged question:

Upon getting an AT&T Go-Phone unlocked, what would be the most cost-effective process from there if visiting both London and Paris this fall?

Buy a SIM card in the UK and one in France. They come with different units of time on them, so get ones that mesh best with the number of minutes you think you'll be using in each place.

Sometimes buying a country-specific SIM and using it in more than one country is cheaper, because you don't have to pay the overhead of a second SIM.

If you think you can predict your usage pretty accurately, spreadsheet the problem using both 1 & 2-SIM methods.

The cheapest way to talk to the US is via Skype.com, which is free when used PC-to-PC.

Also, make sure that AT&T phone has at least one of the bands (900/1800)used in Europe.

Provided the Go-Phone is unlocked and has band compatible for use in Europe, then purchasing a SIM card will permit calls to be made and received from the U.S. on said phone?

I have Verizon and what's up with them not getting on the ball and having service in Mexico and being able to use your phone in Europe? I don't want to change companies because I have no problem with them in the US but for such a huge company, it seems like to me that they aren't satisfying the needs of their consumers that travel very well.

Let me be very clear about this..I am not a techie. I don't get involved in arguments as to which system is better, CDMA (Verizon) or GSM (T Mobile, AT&T, most of the rest of the world) but I don't think anybody can argue that GSM is more flexible given that it uses sim cards which are inserted in the phone and determine a whole lot of the characteristics. With CDMA as it stands, the company has to program the phone, you can't just go out and buy a snappy new phone and switch the sim cards which you can with a GSM based technology. Of course all technologies are evolving into something better but there is no immediate chance GSM will be obsolete in the near future.

Now having said that, long ago Verizon sold its soul to the devil so to speak (the devil being qualcomm with its CDMA phones as I understand it) and committed to CDMA. It would be prohibitively expensive to change at this point

Of course it ties in with travelling needs of Americans...in Europe, it was necessary to have a flexible system as somebody wouldn't think twice of living say in Holland and weekending in Germany; more so now because of the eu. So European countries saw the need early to have flexible and uniform systems and the ability of GSM to switch sim cards was very desirable.

In the USA, the country is large and it is more important for the company to be able to reach everybody within the country.

GSM really didn't hit the USA till Cingular and AT&T (pre merger) began moving in that direction in the early 2000's. Before this, a relatively small GSM carrier called Voicestream was bought out by Deutsch Telecom and became T Mobile. It tried to take advantage of the fact it was GSM and good for travelling internationally but that really didn't sell that well. The frequency issue then began to rear its ugly head butT Mobile USA only operated on 1900 mhz. (they couldn't use 900 and/or 1800 because of other committments) but they helped push the idea of getting a tri band phone so you could use their phone in the USA and most of the rest of the world. Companies began making tri band phones.

But when Cingular went GSM, the 1900 band was pretty much used up and because they had licenses to operate on850 mhz., the USA wound up with two gsm frequencies which complicated matters for T Mobile...even today while they operate exclusively on 1900, their roaming partners operate on 850 so the tri band phones T Mobile sell today have 850, 1800 and 1900 which means they are useless in countries where 900 predominates...the solution was tri band phones but some manufacturer's were slow to adopt them..Motorola was first but many consider Motorola phones crappy...even today Nokia, for example, has to make two versions of most of its tri band phones..some for world use (900/1800/1900) which will work in the USA but only on T Mobile's network if a European say is roaming which may leave some holes in coverage or models made for the USA (850/1800/1900) which may leave some holes for those who roam in Europe.

It's too bad everything developed that way but who knew back in the early 1990's the way the technology would develop and nobody could conceive then, and it is not that long ago, that every 10 year old kid would be walking around with a cell phone here and a mobile phone in Europe and it was inconceivable that anybody would want to use a mobile phone while travelling yet here we have it and a lot of things simply can't be undone including Verizon's committment to CDMA.

There are also solutions today to allow you to keep your cell phone number on Verizon and be able to receive calls dialed to your cell phone while roaming on a PAYG plan in Europe.

For example, there is a company called kall8. You can purchase from them a USA toll free number and program it to forward to any phone number in the world...simply buy such a number, set it to forward to your European PAYG after buying a cheap GSM phone and then program the Verizon number to forward to the Kall 8 number..it sounds complicated but it really isn't and will work...there are other companies where you can do the same thing..a good workaround Verizon's inability to provide direct service in Europe.

I was in Paris ,in the spring, and took my quad-band phone that I bought and use in Bangkok. I thought I'd just buy a French SIM card and use it in my phone.
I asked my Parisien friend where to buy a SIM card in Paris and he had no clue.I thought he's know what to do as he's in his early 30s...not my generation...early 50s. But, he was clueless as to the SIM card system.
Before I left for Paris I read the forum comments and concluded that French SIM cards are quite expensive. Not near the $2.50-ish price I pay in Bangkok. So, I figured that even if I found one, I might not get my money's worth since I might not have to make that many calls.
What happened to the old-school phone cards that one could buy in Paris at the Tobac shops? Are they absolete now? I used those for 3 decades and it was very easy to just put the thing in a pay phone and call wherever I needed to call. Then if I didn't use up all the time on it, I would save it for the next trip since I vacation there almost annually anyway.
When I was in Paris, in March, I needed to reconfirm my shuttle to the airport. Well, at the apartment that I was renting one can't call a cell phone number. So ,I ended up waiting and went to my Parisien friend's apartment and just called from his landline phone. The whole phone situation was much easier in the old days. Happy Travels!

You can still buy phone cards. I have a couple of them with time still on them. I have the ones that can be used with the apt. landline phone.