I just checked my iPhone AT&T app. AT&T international data roaming (some 90 countries) can be bought as a monthly package. Max plan: $200 for 200MB. Over that and it's $0.005/KB.
With an unlocked GSM phone, you can usually buy a local SIM and get much cheaper rates "in country".
That's what I always hated about Verizon's phones. No SIM card. But they'll rent you a phone for use overseas.
They will rent you a phone? More info please. We have Verizon and my son is in Iraq. Would it work there?