The iPhone is more than a phone. To me, it's primarily a Twitter device. However, when I'm abroad all this functionality becomes crippled because of expensive data roaming charges.
There is something Apple can do to help. Instead of the current "all or nothing" introduce an intermediate "limited roaming data" setting, which would a) allow only selected applications to utilize data services, at all and b) allow such applications to detect the mode and fall back to "use least possible data transfer".
This would be useful for keeping such applications as Twitter, Google (or some other) maps and email working, even when outside of WLAN, but without unnecessarily eating up the precious roaming bits. It can also be combined with relatively cheap, low-bandwidth roaming contracts, where the usual 3G speeds would not be available.
Ideally, I would want basic (64k) data speeds to be available anywhere I go, without (much) added charge. They are nowadays almost as important as the calling and SMS systems are.