I have an unlocked Mifi hotspot. I can stick any sim card in it I want. So if I’m going to be in a country for awhile and need mobile data, I can stick a local sim card in it for the best rates.
But if I’m going to be there just a short time, I’ve been using Gigsky. Their sim card lets me buy a local plan for a fixed amount of data through their app. I get better data rates than roaming and faster speeds than T-mobile (3G/4G versus 2G). I have to buy a new prepaid plan for each country I visit, though.
Via ScottC there may be an even better solution.