When I took my family to Europe for three weeks last summer, a great concern was the expense of roaming data. We did not plan every detail of our trip before we left, so I knew we would need to conduct research on the fly. But I did not want to return home to a huge data bill.
For $15 a day, I rented a wifi hotspot from Xcom Global (www.xcomglobal.com). Xcom FedExed a package the day before we left that included the small hotspot, and sim cards for the two countries we visited (England and Italy). While we roamed the streets of London, we were able to make reservations at the Tower of London without worrying about those scary cell data bills you hear about. Though $15/day works out to an expensive $450/mo, a couple hundred dollars for a few weeks abroad is well worth the piece of mind. And 10 devices can connect to it at once, meaning the kids could text pictures to their friends back home.
There are other services, but Xcom worked well for me and is well-reviewed (just check their site). But I also encourage you to check your cell provider’s plans. As of this writing, AT&T offers 800MB for $120, with the added benefit of international calling at only $0.35/min. We used the Skype app on our iPhones to make phone calls over the wifi connection. I am not sure how much data we used through Xcom, but it sure was nice to not worry about it.