A new mobile network operator has launched in Australia allowing cheap roaming in Australia, UK and US with many more countries to come. The name of the company is tru and you can visit them on the web at www.truphone.com.
Basically you are given a local number for each country that you choose so when you arrive you are paying lower rates.
When roaming from Australia to the US or UK you only pay 10c per MB compared to $1.96 per MB when you buy a roaming data pack with vodafone.
They currently only service Australia, US and UK but are planning on covering 20 countries by the end of the year.