Questions re European SIM card for US phone

For those in the US or Canada who've traveled to Europe and used a European SIM card in their phone:



I will be traveling in Sweden, Norway, Denmark, Belgium, Netherlands, UK and Ireland for about 2½ weeks, and rather than paying AT&T's Int'l roaming charges, I want to get a SIM for my unlocked iPhone.



What do you recommend for the lowest overall cost? (data will be more important than minutes)



Did you buy it in N America first and activate later?



Any special configuration or issues with your phone during/after using the new card?



What's the best way to add credit to the card?



Are there any cards I should avoid in terms of connection fees, hidden charges, bad service, etc?



How's the public Wi-Fi where available?



Since I won't be using my US phone number anyway, is it just smarter to just buy a 'world phone'?



Same questions for Australia and New Zealand, I'm going there a few months after Europe. :)



Thanks in advance,



Bermuda

Questions re European SIM card for US phone