Hello,
I can defenitly recommand for the EU this offer from three.uk
http://www.three.co.uk/Discover/Phones/Feel_At_Home
That means: You buy the simcard on ebay top it up via your bankaccount and then you can surf in all this countrys. USA/Australia included.
I'm using this simcard in Germany since 2 years now, and I can recommand it definitly.
For example you can get it here:
http://www.ebay.de/itm/Three-3-UK-SI...kAAOSwFqJWtQIA
You also had to activate this SIM on the website three.co.uk