[VladS]

You can also go for Telna Mobile as their Canadian numbers are free (or at least were when I got my cards). You can use the link above so that the forum can benefit from the referral credit.

Since you're more interested in data, there's one more provider out there - Europa SIM - offering 100MB/day for EUR2.50 anywhere in 33 European countries, however their prices seem to have an upward trend so you may want to do your research before you go for their product. They use custom activated Vodafone IT SIM cards.

Any operator you use for data roaming will be quite pricey at least until July 1st when the EU wholesale roaming rates become regulated.