Have the new iPhone since it was release 2 weeks ago, and would use it quite a bit to check mail and a few web-sites. Just checked my data usage with O2 online and I have used 55MB since 11/7, so not a whole lot. Don't think I'll ever get close to the 1GB.
When I looked at the price plans before I signed up, they did state that within the EU data roaming costs about €5/2MB and in the US €10/2MB. Where they get the neck for such charges I don't know, especially if I were to use O2's services in the UK. Anyway, the iPhone has a setting to disallow data roaming, so I shouldn't be sucked into such charges.