This tip was shared with me over IM from Eric Nix:
I had a pleasant surprise after returning from a trip to London. I forgot to turn the email autocheck off on my iPhone while traveling. Thanks to the PDF spam that was flooding my email account, I ended up with US$90 in data charges while in London for only 6 days. My total bill was US$180! I'm just glad I wasn't in Zambia. My bill would have been $1000 probably.
Lesson learned: turn off the autocheck prior to departure overseas. I'm glad he mentioned that to me because I'm going to be in Canada this weekend and it costs 0.02/KB for data roaming and o.79/minute for voice in the Great White North. Yikes.