Which country are you situated in? As @uliwooly mentioned, if you have a network locked device, you will need be able to use a pre-paid SIM card in Europe, unless it's from the same operator that you have in the country where you live.
You can of course check with your current operator regarding the roaming in Europe, but it may be very expensive and a pre-paid SIM is almost always the best choice and even if there are plenty of free Wi-Fi networks almost everywhere, you may want to have some form of mobile data access in case you need to use for example, Google Maps to navigate. This will of course depends on if you are travelling for work and you need to be available for phone calls on your normal number.
I know that in the Nordics where I'm situated, some operators offer free roaming (no extra cost for calls/text messages and you can use mobile data in the US) and I can roam freely in the rest of Europe, due to the new laws.