Three charge 1.25 per MB for data roaming...
Last time I spoke to 3, they said I could use my 1gig allowance in Europe with no additional cost and I successfully did this in Italy last year.
As I previously said in my post, I'm not referring to paying per MB. If I went over my limit, then yes roaming charges would be expensive.
But anyway, I could be wrong as they might have changed this, I'll make sure to find out before I go.