Most people reporting in here seem to buy the, generally, somewhat more expensive GPS that come pre-loaded with a Europe map.
The advantage to that choice is the ease of not having to hassle with getting a Europe map into a GPS, if you're not familiar with how that's done.
But the downside is that the ones that come with a Europe map are not going to be those sold widely at Costco and similar stores.
It will usually say somewhere on the box if it comes with a Europe map. Many buy these online at the Garmin, Magellan, or Tom Tom websites--these are three of the GPS manufacturers.