We were just in Canada in early September. As soon as we crossed the border, AT&T send me a warning-text saying, "you're roaming now, data is $15/mb, so heads up." (Obviously paraphrased, but the number is real.)

However, it was still hard to know when we were and weren't using data. There are options in the iPhone to turn cellular data on/off (which needs to be on to use GPS), and not to allow data roaming, but I still was unsure of when it was being used.

Our bill ended up being $217 for the month. It could have went much worse.