I don't think you should get a sim card for each country, unless your going to be there for a long time in each place.
The best phone company (in my eyes) is O2.clicky
You can also send free texts a month from their website if you use their phones.
In the other counries though, I personally would use a phone card. They are just a hell of a lot eaiser, especially if your not going to be very long in each country. Also, if your starting off in the UK, and you register with O2 online, then you could still send free texts from their online service from computers abroad elsewhere in europe to back home in Canada!!! Sneaky, but it would work.