On T-mobile there is also the option of buying a bundle of 3mb for £1, or 20mb for £5 which is very competitive but only lasts 24 hours. More details here:

New Prices For Using T-Mobile Broadband Abroad at Broadband News & Mobile Broadband News

I believe this is available on pre-paid as well as contract.

Actually there's a really interesting promotion by vodafone italy.

1€ per day for 50MB of data roaming in 15 european countries.
Moreover until 31/5 instead of 50MB we receive 100MB.

There's a seller on ebay with this objects, if you're interested, check it out.

EDIT: ops dead thread, I'm sorry.