There can be roaming charges and roaming data caps inside the US although they're not very common with the major carriers. The only time I've specifically encountered a cap with AT&T (I have a grandfathered "unlimited" plan) was when I was in Furnace Creek in Death Valley. (For those not familiar, Furnace Creek is quite isolated but it did get cell phone service a few years back.)
As others have said, international roaming is very expensive without a specific plan. I left early on a trip to Europe last winter because of a snowstorm and before I knew it I had a big bill because I had used my phone in Toronto airport and my roaming service wasn't scheduled to begin for a couple of days. Fortunately, AT&T moved the start time for the international service earlier for me.
AT&T's system for international add-ons on their site is a lot better than it used to be when you had to explicitly cancel the plan over the phone when you got back home.
I'm happy enough with their offerings. I suppose there are circumstances where I'd just buy a SIM card for my old phone when I arrived at the airport, but for most purposes I'm fine with paying $30 for 120MB or whatever it is. It's no hassle and serves my purposes for a week of travel or so.
Sprint is the slowest us mobile carrier but they've had free 2g roaming in Mexico and Canada and recently upgraded that to 3G I haven't tried to use them outside of those areas (and tbh I wouldn't expect it to work since it's not gsm) but for traveling in some subset of the Western Hemisphere, sprints not too bad.
I used the T-Mobile roaming data for a two month trip this year and was really happy with it. It may not be fast but it's pretty useful to have messaging, VOIP, and maps ready to go as soon as the plane lands.
T-Mobile's free international roaming has been great. I used to always pick up a sim from a vending machine at Heathrow, but now I don't bother. 2G is fine for email, light web browsing and navigation.
In France, TMO free international was phenomenally useful even at 128Kb/s. You can't stream video, but I was able to get some data in the most remote places.
As others have said, international roaming is very expensive without a specific plan. I left early on a trip to Europe last winter because of a snowstorm and before I knew it I had a big bill because I had used my phone in Toronto airport and my roaming service wasn't scheduled to begin for a couple of days. Fortunately, AT&T moved the start time for the international service earlier for me.