Go with AT&T. I bought my Nokia 72e in Indonesia and used it with the Telkom company there. It is on the 3G network. When I came to the states, not only w/the Telkom SIM card did I receive calls from Indonesia (that is the power of the 3G network, but I was easily able to switch SIM cards to get service via At&T.
It basically depends upon how long you’re going to be out of the country. If as long as 3 months or longer, I would get an UNLOCKED phone such as AT&T provides, and do the SIM switch. If a short time, just get a phone that is 3G and has a generous roaming policy.
Sprint has the best phones and plans if you want unlimited Internet access and texting. I only pay $39.99 a month.
I also like their Lotus phone . .it is free with a two year contract. It has online television channels for free as well.