I just have my own T-Mobile international calling plan, which is expensive ($.99/min) but it works when I'm overseas, so it's good for those calls home or when I need to quickly call a hostel to confirm my reservation before I arrive. 'Course, you're looking at long term, so Joker's advice is far more applicable.
Basically, it's time to do the math. You can buy a phone in Europe, but most likely, it'll cost more than here in the states. So alternately, you can get a phone cheap or free through a US GSM carrier (Cingular or T-Mobile, for the most part), and then buy SIM cards for whatever European country you're in while you're there. Keep in mind, though, that you'll still be paying a monthly phone bill for the US to fulfill your contractual obligations, unless you buy one outright at full price. Then again, you may be able to get a super-cheap plan and still get a free phone, so look at the various offers out there - also, Amazon.com has phones at good prices after rebates/activation.
Now, say you've figured out how you want to obtain your phone.. great. Start looking at rates for carriers in Europe. For France, for example you might go with Orange, as they're a huge operator there and also work in other countries. You might want to check out their web site to see their rates and offers.. (http://www.orange.fr