As it turns out, 3G bandwidth is, shall we say, expensive. TimesOnline said O2's (Apple's iPhone carrier in the UK) 3G data roaming charges go up to almost £3 (~ $6 US) per megabyte when downloaded from a country within the EU; worldwide roaming is almost £6 (~ $12 US) per Mb.
So, to put things into perspective, if you go overseas and download a 50MB file via your phone (such as audio or a short movie) then you will be spending over $600 US for that file. TUAW would like to take a moment and remind everyone about the Data Roaming Off switch in your settings. This can save you an expensive mistake (i.e. having to sell your kidney to pay your iPhone's roaming bill).