Exactly. You have to be pretty technologically inclined and have done extensive research to determine how to get a data sim in a foreign country, and not get screwed by roaming costs.

Even I, an HN tech god, rely on McDonald’s Wi-Fi and the Here app, even when I do have data enabled, as it’s often painfully slow.

Can't you mostly just pick them up at the airport when you arrive? That may not be the absolute cheapest option, but SIMs are not usually hard to find.