As others have said, international roaming is very expensive without a specific plan. I left early on a trip to Europe last winter because of a snowstorm and before I knew it I had a big bill because I had used my phone in Toronto airport and my roaming service wasn't scheduled to begin for a couple of days. Fortunately, AT&T moved the start time for the international service earlier for me.
T-Mobile has 'free international data' but it's 2G speeds (capped at 128 kbps) and the upsell is a rip, $50 for half a GB.
I'm happy enough with their offerings. I suppose there are circumstances where I'd just buy a SIM card for my old phone when I arrived at the airport, but for most purposes I'm fine with paying $30 for 120MB or whatever it is. It's no hassle and serves my purposes for a week of travel or so.
I believe that most plans don't have roaming charges within the United States. Mine certainly doesn't. It's hard to have a competitive plan that has roaming charges.
Roaming charges outside the United States can be quite high. I have to watch carefully who I'm connected to when I'm near the Canadian border.