I use mobile 2.5g and 3g data roaming a lot and I have found that the following to be one of the best offer around:
http://www.vox.lu/maincontent.aspx?p...er&magickey=13
(click on the top left corner flag to change language to English).
Prepaid data roaming is 6.3€ in the EU and it's not that competitive maybe, but the postpaid packages are really cheap (I use the World Data 500 which gets me 500 Mb in roaming for 230€).
Sadly, unused Mb cannot be rolled over.
That's 46c/Mb
Alternatively, WD250 has 250Mb for 144€ (58c/Mb) and WD50 has 50Mb for 46€ (92c/Mb).
NB: the above rates are only valid while roaming in the EU, US and China.
I have never asked (I live in Luxembourg) but I am sure that they wouldn't mind activating the above postpaid offers to foreigners. Most of their subscribers are actually people living accross the border (Luxembourg is a small country).
In fact, vox also has a roaming deal for the above people: 10€/month you get free incoming calls on the French Orange network and 24c outgoing to French and Luxebourg.
Unfortunately: both offers are postpaid (ie, you need to come to Lux to subscribe and provide a credit card). Cheap things don't come easy...