If you get an AT&T USB mobile card it has a SIM card in it. You should be able to switch it out and use a SIM card from a European carrier. Right now they are about 700 kbps up and down (can do upto 3.2 Mbps but AT&T throttles it) but if the new express card comes out before you go that is capable of 7.2M bps down and 2 Mbps up although AT&T says they will cap it at 1 Mbps.
Current model:
http://www.sierrawireless.com/product/ac875U.aspx
New (not yet available):
http://www.sierrawireless.com/product/AC880U_881U.aspx
edit - I just saw you were in Europe but the same model should be available over there.