Agreed. I lived in Germany for about 9 months last year. I had cell service for about 15€/month. It really sucked to come back to the US and pay $100/month for worse service.
Http://three.co.uk/
Thankfully, prepaid SIMs with low data prices are very common everywhere, but it certainly would be convenient if you could use one everywhere.
As it is, calls and SMS on roaming are cheap, but data is still very expensive.