I used a simyo SIM on a cruise at the Baltic sea last month and I faced the following problems:
- packet data was only available on one single network per country allthough I could also register on other networks. Unfortunately there is neither a list of roaming networks with data support nor a list of roaming networks at all.
- packet data was periodically unavailable in all countires where I tried to get online (Denmark, Sweden, Estonia and Finland), sometimes just for a couple of minutes, once even for half a day. Due to the frequency of these problems I'm sure the reason was a communication problem between the VLR and simyo's HLR or some other network components involved in data session management. Switching networks or re-registering (switching to offline mode for a moment) helped sometimes. However simyo regularly has problems with data sessions even within Germany, because they use the crappy infrastructure of eplus.
- Sometimes when trying to register on a certain network, my SIM was refused, allthough it worked before. After retrying serveral times, I mostly suceeded.
Anyway, I don't know any cheaper alternative.