The best cheapest way to stay connected when abroad is to buy a local prepaid SIM card for each country you visit instead of international roaming. You will be saving a lot of money on phone costs that can be spent on holiday experiences.
Below is a lookup sheet with a list of countries and territories, the best SIM card, why they are the best, the price for a SIM card, and how much you will spend for a plan featuring at least 1 GB valid for 7 days.
A local SIM card is a SIM card bought in the destination you are visiting. For example, you can buy a Telstra SIM card, the best operator in Australia, when visiting Australia. You could get a Mobitel SIM card when in Sri Lanka and enjoy fast speeds, or get a Lebara Denmark SIM card when traveling in Denmark.
With a local prepaid SIM card, you can buy packages offered by the local operators, which often have much better deals than international roaming plans. You better stay away from standard roaming rates or Pay As You Go roaming, as that is how travelers come back home and face an expensive roaming bill in the hundreds, thousands, or millions (depending on the currency you use)
If you are visiting multiple destinations in one area, for example, Southeast Asia, then I would recommend reading the sub-continent guides (in this case, the Southeast Asia guide). If you are visiting a single destination, let's say Botswana, then the Botswana-specific guide would be useful to you.
Depending on your source, a country may be considered to be part of one continent (for example Turkey & Russia – both Europe and Asia), while another source will say something else. As a result, a destination may be listed twice on this page, but the information will still be accurate.