[Motel75]

Just in case there's a misunderstanding in the OP: You do not need to unlock your phone to use it abroad with its present SIM, only to use it with SIMs from other providers. (I think you know this, the phrasing was just a bit ambiguous.) Unlocking a phone is always a good idea, and T-Mobile USA will do it for free (by providing an unlock code) if you're a customer in good standing; sometimes they ask for a reason, but "I'm going abroad an want to use a local SIM" is a good answer.

If you intend to use your phone VERY sparingly (ie, only a few minutes total) in one country, it might work out cheaper than a local SIM, especially in France, where there are no good options. (This also applies to an Italian SIM, which when roaming in France will not be that much more expensive to use than a local one.)

Italian SIMs are described in detail under "National operators", and there are plenty of forum discussions as well. To get one, you will need to generate a codice fiscale (already described on the Italy page) but this is no big deal.