+1 many times to this. Most often than not getting a local SIM is a huge hassle. You have to:
1) Find out about local offers and which ones offer data at decent prices, if they do such a thing.
2) Find a physicial store where they sell them
3) A biggie. Many countries, EU in particular, want to see local residence for SIM issuance.
4) Figure out APN settings. Hopefully the iphone/ipad configures this automatically, but smaller carriers you have to do this manually. The APN sometimes is not readily available.
When all is said and done, you've wasted a lot of time on this. If you are going to stay local in the country for a while, +1 week it may be worth it, but for shorter stays not so much. The Apple SIMs solves this problem beautifully if more carriers sign up.