Ryan,
While you certainly could buy a Phone in the first country you visit, one important point to note is that while you might have cheap rates in that country, as soon as you move to another country you'll be "roaming" and the rates will increase.
If your present phone (AT&T?) is unlocked, you won't have to worry about buying a phone off E-Bay. Simply take your own phone and buy a SIM.
One possibility you might consider would be to purchase a SIM card from one of the "travel phone" firms such as Roam Simple, Call in Europe, Cellular Abroad, Mobal or Telestial and use that with your phone. That will provide consistent rates throughout most of western Europe, regardless of which country you're in. Have a look at their respective websites so that you have a clear idea of the rate structures and terms.
I'll also be "moving around a lot from country to country" this time. After much research and consideration, I've decided to use a SIM from one of the above firms for my trip this year. So far I've found their service to be excellent (setting up the account was completed very easily and professionally, and the SIM was delivered in one day via FED EX).
Using a travel SIM this year is a bit of an "experiment" to see how my costs differ vs. roaming with my home network as I have in the past (I keep very complete records of my trip costs on an Excel sheet). If you want further details on the method I'll be using this year, send me a PM.
Cheers!
