Using a US-based cell in Europe

First thing's first, who's your carrier in the US and what model cell phone do you have?

 

I don't claim to be an expert on this, but if you're starting out scratch, just go to the store and get one of those pre-paid phones in the little plastic pack. That way you don't have to sign a contract with anyone, and you can easily swap out the pre-paid SIMS from the different countries you visit.

Someone please feel free to correct me if I am wrong.

I'm not sure what type of phone you can get. I think it needs to be GSM, but I don't know what else.

 

You didn't say you wanted to use a different phone, I assumed you wanted to use the one you have.

Anyways, what you need is an unlocked GSM phone. Buy a cheap unlocked quadband GSM phone off eBay and take that with you. Just make sure it's quadband so it supports the frequencies of whatever country you're in.

Don't buy the phone once you're over there from the carrier because it's probably going to be locked. If you buy it from Carrier A in Iceland and then want to use it with Carrier B in Denmark, you won't be able to.

 

There's the kicker. Your phone is on a contract, so it is locked to your provider. Swapping SIMs almost certainly won't work. What you should do is buy an unlocked phone (Quad-band is best as said) and then you can use prepaid SIMs in Europe and all over the world. Plus, come back home and you can pop in your regular SIM and you have 2 phones to use. (But not at once)
If you want a cheap and good phone, check GSMArena, then buy from somewhere like Hi-Mobile.net (I don't work for them but they seem to have the best prices most of the time)

 

He has an iPhone, so thanks to Apple and AT&T's wonderful lockdown they have on the thing, he couldn't use his own phone anyways and needs a new one. Unless he wants to pay out the arse in international roaming