Well it depends on how much data you think you will use. But in the Netherlands you can buy a vodafone simcard for 5 euro (and it seems you get 10 euro credit with it now, at least on line) and then you can get unlimited data for 9,95 for 30 days.
officially it is not unlimited because you can not use more then ten times the average. But they will measure it per month and they give you you 2 warnings. So it shouldn't be a problem.
Not sure about the other countries, also depends on how much you will use it.
I have an Italian sim card which gives 100 MB per day for a week for 3 euro a week. But you need to have an Italian buy it for you or calculate your tax number to be able to buy the sim card yourself. See also the Italian page:
http://www.prepaidgsm.net/en/italy.html especially the part about Codice Fiscale.
Vodafone Websessions might be easier, but will only give you 50 mb for 24 hours at euro 14,95.
this page might be usefull for you as well:
http://prepaid-wireless-internet-access.wetpaint.com/