This is a great website to bookmark if you are interested in communications issues. It’s the best site on the internet for comparing international SIM cards and data plans. Read this article in particular:
For those of you who have never used your phone in another country, there are basically three ways to do it. You can use your own phone/data plan, but it’s often absurdly expensive. You could also buy a local SIM card. You get a local phone number and it’s really cheaply. The downside is that it’s a pain in the ass to buy a SIM card and get it recharged in some countries.
A third option is to buy an international SIM card. These are more expensive than the local options but work in multiple countries. This article compares the features of the best international SIM cards available. Recognize that your phone needs to be unlocked to use this strategy. If you are on a contract with many US cell companies and haven’t paid off your phone, it is likely still locked.