I've noticed that a lot of mobile operators have service in several European countries -- Vonage, Orange, Lebara, etc -- but it looks like if you get a SIM card from Orange France, you'll pay international rates in Spain, even though you're (presumably?) on the Orange Spain network. Likewise, Lebara operates in my country (Germany) and France, but if I want to cross the border it looks like I'd have to pick up a local SIM.
Do any carriers provide service with "local" costs across country lines? I've seen outfits like Keepgo and Droam that will rent you an "international" SIM, but they cost an arm and a leg. I'm traveling to France, Spain, and Portugal over the course of a month, and it would be far cheaper to buy 3 different Vodaphone (for example) SIMs than to pay for one of these "international" cards.
I'd far prefer, though, to pay €30 once, and get a monthly data package, instead of paying €10 in each country and then buying weekly service. (If it matters, I only want to make sure I can do web searches and use maps on my iPad; I don't need a huge data allowance -- 100MB/week would probably be fine.)