Enough providers in Europe are willing to sell you a second SIM card for a one time fee ($5 to $15) that shares the data budget with the sim card in your phone.

Enough providers in Europe are willing to sell you a second SIM card for a one time fee ($5 to $15) that shares the data budget with the sim card in your phone. Only trick is to configure which of the two SIM cards gets SMS for your number. (Yes you can pick the one in your laptop and yes you can pull the SMS from the cellular modem using AT commands. But it get's annoying after a about a day of nerd glee.)