Last year new EU regulations regarding roaming came into place, making roaming à lot more affordable. Within the EU a fixed max fare is in place: 45ct/Mb from July 2013 and 20ct/Mb from july 2014 Whether you should go for a local prepaid plan or rely on roaming depends on your local fees. Last year I went to Portugal and bought a local SIM card. At first sight this Portuguese fee was cheaper then my roaming fees. 9ct per MB versus 45 ct. per MB. Finally my own provider with the expensive fare turned out to be cheaper the local SIM card provider.
This was explained by the fact that my provider from home charged me the total volume and billed me accordingly, whereas the Portuguese prepaid SIM charged the cheaper 9 ct. per MB, but each chunk of data smaller than a MB was charged 9 ct also. So receiving an email of 201 kB would cost 9ct as well since it was charged as 1 MB or less.
This turned out to be quite more expensive then simply roaming. Each time my ipad quit downloading it would take another 9 ct from my balance. Small pauses appear a lot I learned.
If your UK provider, like mine, just bills you the total volume, you might just go for the roaming option. If you don't mind a foreign provider, you could go for my (Belgian) provider: Mobile Viking. They are prepaid, but apply EU roaming fees. Since UK is part of the EU I am pretty sure a good UK provider with similar provisions exist. As said before make sure you are charged by the total volume.