Working in the industry, I feel like pulling a violin out of my drawer every time I hear these stories (no offence to the OP; I appreciate the cost was high, but dem's da brakes, as they say).
I'll reference a post I made in another thread here:
http://www.australianfrequentflyer....ernet-dongle-manchester-30779.html#post449224
Roaming costs carriers *a lot*. In terms of a percentage profit, carriers make a lot more from a roaming voice call than they do a data session.
It's stupidly expensive, yes, but that's not going to change any time soon. Data use takes a lot of resources in the current 2G/3G deployments world wide. BlackBerry devices use data no differently than others, it's just the fact they're primarily email and it's compressed which will lower usage, but not much. email does not use much as it is, and the compression technology used to reduce the size of images and the like also won't help much.
BlackBerry use two APN's, one for email and one for internet, each metered separately (which is why some carriers around the world do actually offer cheaper roaming packages for BB 'email' only; not internet usage).
AT&T and other networks globally are suffering under the strain that their home users are putting on data networks. Allowing anyone to roam for minimal cost will see these things even worse, for both the home network user and the connected roaming user.
I refuse to pay the high costs and simply do not use my local AU SIM when I'm overseas. I'll use my companies SIM for voice calls, and a suitable pre-paid SIM for Data (Vodafone UK for UK - £15 gets me 500mb in the UK and £2/day gets me 25mb in most big EU countries, or AT&T for the USA @ $25USD for 500mb, valid for 30 days).
pre-paid global roaming data is around, but it's still not cheap (and you'll often be relegated to GPRS speeds only). There are all-you-can-eat pre-paid in the USA, but once again, it's GPRS in most cases or 1700mHz and very few phones are supporting this.
Sorry for the rant, i'm just tired with all the media reports bashing telcos for charging for something the user failed to take into account (not the OP's case; i'm aware they were attempting to mitigate costs, but the only way to do so is not to use *any* roaming data).