iPhone 4 sim (uk to Australia trip)
 

Basically I am doing this trip starting the end of April-ish.

Are there SIM cards that cover all these countries? Or do people just buy local ones.

(Must fit iphone 4)

If you just want phone coverage and sms then buy yourself a TravelSim, you have to buy it from Oz, costs $50 and covers 180 countries, I found it great. Make sure you secify phone model and they will send correct sim

At this stage I have not found a Data SIM which will give me 3G and internet for every country. I have been buying local Sims and using that when I need internet on iphone 4

You can order a "world sim" online from Brightroam.com. The cost of the card itself is nominal (less than $5.00) and it will function for 90 days. You can extend that to up to a year for an extra cost. You are charged for use strictly on a post paid basis, i.e. they charge your credit card for actual calls and texts (no data), the charges varying with the particular zone you're in.

I've used one of these and although it did end up costing me substantially less than if I'd been roaming with my home (Canadian) SIM card, it can still add up to quite a bill. So it's fine for occasional use but I'd advise buying a local SIM card where possible if you actually plan to communicate extensively, especially if you're likely to make calls as opposed to texting.

Brightroam also sells some country specific SIM cards which generally work the same way.

I used a full size SIM but assume the smaller ones are available.

I'm sure there are other vendors as well.

While a world sim is a great backup and very useful until you can get hold of a local sim I strongly recommend getting a local sim when ever you are in a country for more than a week or so. It makes it so much easier to book accommodation and meet up with locals (people are not that keen on dialing an international number to get in contact with you), you can always put the world sim back in now and again to check for messages from back home.

Most normal sized sims can be cut down to fit in an iPhone 4, in fact the one in my iPhone 4 is cut down at the moment.