[Effendi]

There are some good data plans all around Europe, but they usually work just on their country, not all around EU; unfortunately there are no "pan-EU" plans yet both for voice and data.

So I fear you really won't enjoy your iPhone capabilities much while roaming here around with a United Mobile card, also because data rates are quite high. If I were you I'd use a very basic GSM/3G phone here around rather than the iPhone. I also have no idea if it works well with UM's callback system. Consider that the iPhone often connects to internet also when you don't request it, and with UM it can cost you quite a lot of money.

In any case incoming calls and SMS are free of charge all around Europe. If you want cheaper rates buy local cards for each country where you go (but that means a different number every time). Otherwise go with UM (or ICQsim).