One more option that nobody mentioned before. MTX Connect data SIM card. It has about 30 European countries in a coverage zone, and it's a 3-in-1 SIM card: normal, micro and nano, so it suits iPhone 6. It was important for me, 'cause sometimes I can my iPhone 6 and sometimes iPad.
Pricing: 0,1 EURO per 1 MB or 10 EURO per 1 day unlimited data, it's FREE and easy to get, just fill the form at their website here: mtxc.eu.

I used a Google Project Fi phone this summer. Works on same sim in 140 countries. Worked GREAT!
Has to be initialized in US though. I made a day trip across the border to set it up. Google it.

I've had a Google Project Fi phone for several months.

There are a few disadvantages - first is that is only open to US citizens unless you can game the system a little bit.

Second is it doesn't work anywhere near as well as their advertising blurb claims/

Then it will only work on a very limited number of fairly/very expensive phones.

However, it is getting better and the proportion of less than 100% satisfied customers is slowly increasing.

If you have nothing to do for a few hours https://productforums.google.com/for...0/HmuSqchIBQAJ is a huge thread on users' experiences

I have a couple of old Nokias with TravelSim and for several years they have functioned flawlessly in some pretty out-of-the-way places and for sheer "they just work" performance, leave the Fi for dead. Because of Fi's lack of reliability, there is no chance of them being retired any time soon. Absolutely no good for anything other than occasional use - because they can be very expensive in some countries - but then again, Fi is way dearer than local SIMs as well when you need data. Here in Iceland 50GB data costs about US$35 whereas that amount of data would cost US$570 on Fi. I use both and just pause the Fi service when we are going to be in-country for a while and use the Fi service when traveling quickly through different countries where (Provided it works which is no given) it is magic.

__________________
Tony
Click here for Travel Photos & Travel Map

What is Project Fi, how does it work and why do I want it? | Android Central

that's 100 Euro per gigabyte or 300 Euros per month! Surely you woudl get that for one tenth the price with a local Sim.