If you have an AT&T or T-Mobile phone, and it works in Italy, you should be able just to take the chip that comes with your new Italian cellphone account, exchange it for the one in your phone from home, and be good to go, right? Wrong.
Your home service provider will try to keep you from doing this, and the first step is that every cellphone in the U.S. is sold "locked"—which means you can't swap chips. I mean, physically you can—the "lock" is a bit of programming code—but the phone won't work.
What you need is the "unlock code"—a simple set of digits you punch into your phone to unlock it forever.
You phone company will do everything in its power to keep you from learning this code, even though they have it readily available. They will swear up and down they cannot provide it, or they will tell you the code has to come from the manufacturer, so you should contact Motorola (or whatever).
They are filthy, stinking, greedy liars. They can get the code, send it to you in an email or text message, easily. They are simply trained to stonewall you for as long as possible, hoping you will give up.
You think I'm joking. I am not. Ever try to get out of that two-year calling plan you're locked into (or, for that matter, a gym membership)? Yeah, it's like that.
Pester the heck out of them long enough, and—with one glaring exception—they will give in.
That glaring exception: an AT&T iPhone
As of the iPhone 4S, Sprint (immediately) and Verizon (after you've been a customer in good standing for 60 days) will unlock your iPhone.
However, AT&T still categorically refuses to unlock an iPhone—for now, at least. As an AT&T iPhone user, this annoys the !@#$% out of me.
You can buy an unlocked iPhone in other countries, but since the price isn't being subsidized by AT&T or Verizon, it'll cost you a monstrous $900 (in Europe, around €620 for the cheapest 3GS model) or more to buy one.
If you have an iPhone, just forgo the 3G and cellular antennas entirely. Put it into airplane mode (which turns off all antennas), then switch on ONLY the WiFi by itself. You can now use any stray WiFi signal to make Skype calls—for free! It's what I do.