I've used Travel SIMs in the past simply because although they're more expensive, at least they work and I know I'll probably have coverage.

Trying to figure out how to get a prepaid plan with a good amount of data that'll work everywhere in Europe isn't easy. Then there's issues about recharging the plan, and many of them don't accept foreign CCs, so you need to be in the country you purchased it in to buy a voucher from the carrier's store.

I also hadn't found any 'unlimited' data options on a prepaid SIM - they only appear to be on the more expensive contract plans. At least, based on my searches in France, Netherlands, Denmark and Norway.

Finland has unlimited (without the quotation marks) data on prepaid SIMs from all carriers. Usually for about 1€ per day or 20€ per month. Depending on the plan it will also include unlimited texts and talk.

I ended up using a reseller in Australia to get an "EE" SIM for an upcoming trip - feeling like I've been ripped off here as I paid significantly more than $10

Most of the prepaid SIMs I saw had heavy restrictions on tethering - can you point me in the right direction?

Are you travelling to the UK? There are loads of SIM cards for sale in arrivals, including EE.