If you're planning on traveling internationally in the future, you might want to consider holding on to your old iPhone when you buy a new one, and having your carrier unlock it. If you travel a lot, consider buying an unlocked model or using Verizon or Sprint. My wife's former boss splits the year between the U.S. and New Zealand, so she bought a Verizon iPhone 5 and uses a local New Zealand SIM card when she's down there. It works perfectly.
This should all work better than it does. At least T-Mobile is making some strides in this area, offering free 2G international data to its customers. For the time being, carriers seem content to overcharge international travelers for data, so it's up to the savvy traveler to find ways to cut costs. If you're using your existing carrier's roaming plan, turn off data access for all but the most vital apps and turn off data entirely when you don't need it. If you want to roam free, buy a prepaid SIM card from a local carrier and stop stressing out.
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