As long as telcos and mobile networks try to scam us on absurdly high roaming charges the best way to stay online while on the road is a portable hotspot.
While roaming charges tend to be high (€2 or $3 per MB), there are prepaid SIM cards in most countries. One of these will usually set you back a mere €10 and offers from 1 GB and up of data transfer. This is usually enough for at least a few days of use. But instead of putting it in your phone and using its hotspot feature, and not being able to keep your home phone, buy a portable WiFi router. These come with built-in battery which lasts up to five hours and provide a local WLAN network which up to five devices can connect to. Some even feature a mini SD cart slot for files you want to share with those connected.
Charge it in the morning, put it in your backpack and you can use 3G and more on your phone, tablet or laptop like you were back home. Furthermore, you do not need to worry as much about security as you won't be forced to use open networks. To be really sure, use VPN. Boingo offers VPN as part of their standard WiFi plan, and it works with any WiFi network. Or if you're hardcore you can always set up an OpenVPN server on your home server.
On the picture is a Huawei E586 3G-WiFi hotspot I bought recently. It costs about €100 – a rather affordable convenience.