SIMYO, which is the white brand from Orange, is probably one of the best low-cost operators at present: https://www.simyo.es/ You can actually purchase the plan online if you wish, but their website is not in English. Now Simyo offers 10Gb data and unlimited national calls for 20€ (on a fast 4G line!). Another one is Tuenti -the white brand from Movistar, the Spanish carrier and one of the biggest telecoms in the world: https://www.tuenti.es/ Its page lists a very similar offer for 21€.
All telecoms have constant promotions and offers -over here we do indeed have a really competitive market.My advice would be to head to a Phonehouse shop and ask the assistant "what's the flavour of the moment"... it's difficult to keep up with all the promotions!
Yes no roaming across the EU means just that... with a Spanish SIM, you can use your phone elsewhere in the EU as if you were home. Actually, there are some restrictions, something called the "fair use clause", but for most cases, it works just as that: use your SIM as if you were home -I mean in the country you bought the SIM!
Also, as PeteK mentioned, US plans are not really worthwhile here also because they're far more expensive than most of the options you have in-situ.
Lastly, for some might sound obvious but.... make sure you bring a 4G capable phone, and UNLOCKED, of course!