Cheapest roaming rates for SMS & Data (no voice)

[inquisitor]

A lot of sellers won't sell you more than 2 or 3 SIMs at once, but if you buy them successively or from different sellers, there won't be a problem. Actually that's not a legal requirement but just a measure of the sellers, who will get less or no commission if a certain number of SIMs per person is exceeded.
Further Vodafone Germany have special prepaid data SIMs, which do not support voice communication (only SMS and data) - these so-called "WebSessions" SIMs are not being registered at all. Unfortunatley they are not sold soley, but only with USB modems. You might find some of those on eBay anyway.