Most data packages are connected to your phone. You need a GSM phone in Europe, no way around that. Forget Verizon. T-Mobile USA works everywhere in Europe with a 3-band phone, it kicks in as soon as you deboard the airplane. The down side is the price (0.99/minute) for a US based phone, wether you call or uses Internet. Coverage is much better than in the USA, though. If you stay there for an extended time period you might consider getting a t-mobile prepaid phone (X-tra) there and recharge it over the phone or online when you run low on minutes. Incoming calls are free for Europe based cell phones. Most airports have stores with prepaid phones. German Telekom, who owns t-mobile, offers data packages for cells as well (
http://www.t-mobile.de/tarife/0,10821,18519-_,00.html ), but I use the LAN wireless connections in hotels most of the time. In some hotels you have free Internet, in others you get access for a fee, that's probably still the best and cheapest way of doing it.