I remember my first 4 digit phone bill... I still have it pinned to the wall to remind me to hate AT&T.
Normally, being on holiday means you don't want cellphones or someone to find you, but it's always nice to have a way for family to contact you for emergencies and of course...work beckons! (No, Eric, GPRS is NOT for posting pics on WP 
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Initially my way of not incurring roaming charges was to buy GSM sim cards on the local networks and have my voicemail message convey the foreign number. I have a 2nd phone that's quad band just for such purposes. But I had to deal with recharging the darn card while in remote areas.
I found a new method of paying less while roaming, especially for those coming from the US and EU.
Cubic Telecom's Maxroam is a service that allows you to roam with a number in the country where you are visiting. So all incoming local calls are free as long as you pay the monthly fee to have a local number.
There's no data plan yet and in some countries, it's still cheaper get a local SIM card to make calls. But receiving calls are now cheaper for those who need to contact you... no you don't need to give the number to a deadbeat friend who doesn't understand international time zones and calls you at 4 am your time "just to say HI!" 
