craig, you didn't indicate which carrier you're with, or which handset you're using, so it's difficult to offer specific advice.
Regarding using the built-in GPS, have you verified that European maps are included?
If your phone is a quad-band GSM model and the handset is "unlocked", you can use a European SIM, however if you travel outside the country where the SIM was purchased, you'll again face roaming charges.
You might want to contact your carrier to determine what roaming options they offer and the costs. I always travel with my cell phone using roaming, but try to limit voice calls due to the cost. I normally use text to keep in touch with family back home.
Cheers!