I've never bought one in Italy and don't know who the local carriers are there, but like you said they're all thieving bastards, so unless you speak Italian, have a friend who does, or want to spend an hour in the shop negotiating in a language you don't understand just to make sure you aren't getting hosed, I think it's all around less time and worry just to get the global add-on from your US carrier. They'll probably sell it to you in MB, e.g. 200MB of data usage abroad for $20 or something. If all you want is GPS, you should be good with the lowest tier they sell.