From what I'm reading here, it sounds like the best solution is to use only local SIMs in an N900 & use Manual Network selection even when home so that you can't roam on another network when you are near borders, etc. Then when you enter a new country you buy a local SIM for use there. Of course this isn't very user-friendly as you will need to maintain multiple accounts if you travel regularly, etc.

Also, in order to be reachable on your primary local SIM when abroad, you would need another device (perhaps one that has no data capability so there won't be any accidental charges).

For nerds like me though, all this really shouldn't be a problem as we likely have multiple devices anyway.