It's best to buy a local SIM card (pre-pay) in each country separately or you'll encounter roaming charges. microSIMs for the iPad are widely available in each of those countries and you'll be able to pop into a mobile 'phone shop with your credit card and be out and good to go in minutes. You might want to check the coverage; each country has multiple service providers and you'll find that coverage of some of them is better in certain areas of those countries. So it's wise to check which service provider has the best coverage in the places you plan to visit. Coverage maps are available on the Internet - just Google GSM and the country name and you'll find a whole range of individual sites with coverage maps and pricing plans.
Of course, in Europe, WiFi hotspots are very widespread indeed so if you're mainly going to be in urban areas, you might not even find the need for 3G.
Tim