It may be a little complicated, but this is the solution I suggest:
1) Order a sim card here
http://www.united-mobile.com
Works great throughout the whole of Europe.
2) In the first European city you visit, enter a phone shop and buy the
phone that you like most. (make sure it has a pre-paid card service)
3) In most cases the sim is locked for these kind of cell phones, so you
must find a shop that supplies unlock services; in some cases it can
be done in the same shop where you bought your phone, but it's more
common that you end up in a more shabby store for it.
I'm sure local
webmasters are able to show you where those kind of unlock shops are.
4) Once the phone is unlocked replace the sim that came with the phone
for the sim from United Mobile and there you go: you've got yourself a
cell phone number from the tiny European country Liechtenstein which
you can use all over Europe for the same rate and no worries about
roaming fees when people call you.
Enjoy your stay in Europe!
