A wish for roaming!

I have a wish right now - and that is to be able to roam!

I travel quite a bit, and I always bring my phone with me - obviously I want to be communicating as much as I normally do when travelling abroad. So what does it actually cost me?

I've got Three in Sweden and it can cost up to 10-20 SEK (about 2-3 euros) per minute to call when I'm abroad. Naturally something that doesn't make sense.

So, either I get a local pre-paid sim card when I go abroad, and use Rebtel to make all calls local calls or I get one of the few options with SIM cards that are global - like Roam4Free or LetsRoam but their benefit is mostly that it becomes free to recieve calls. Still it can cost as much as 4 SEK to make a call (0.5 EUR) even though I'd use Rebtel to get the best rate and buying SIM cards all over the place is an hassle.

Anyone got any more ideas?