HTC 8125 / 8100 / MDA (USA) / K-JAM / P4300 (Wizard)
Out of Country
First check out GSM roaming to identify who are the carriers & what roaming agreements they have with you home carrier. That can be found here...
http://www.gsmworld.com/roaming/gsminfo/cou_ke.shtml »
You may also look at getting local prepaid SIMs in some countries as these can be less expensive than roaming. Your device must be unlocked to use these. Check with your carrier prior to traveling to get the unlock code. Cingular has given me that in the past when I'm traveling with a new device. - try them.
Good luck.