In reply to Eann: I was researching a similar question last night and sadly I don't have the results of my searches with me at work, but I did find a lot of info online by searching with terms like "Europe dongle" and "Internet Europe" etc. Although I am sure you've already done so and this is not much use to you right now, I know!
I''m really keen to know more about options for internet access whilst abroad for longish periods of time (other than obviously seeking out wifi hotspots). Roaming with a UK SIM costs a fortune and I want to be able to access the internet regularly. It seems that the best option is purchasing a dongle (either here or abroad) and then either buying local SIM cards or perhaps one of the European options that are available. Any information or advice would be gratefully received by me as well as the OP.