GSM in the USA is at 1900 Mhz, and increasing at 850Mhz as well.
The europeans (and most of the rest of the world is at 900/1800 Mhz),
so at the very least you need a dual 900/1900Mhz if you expect it to
work in the USA and/or in Europe, and perferally a 900/1800/1900
(which is now fairly common).

The bind is that just about all phones sold in the USA are SIM locked,
which means they will not accept a prepaid sim. In general any phone
sold by an authorized agent will be locked.  I think only OMnipoint
had unlocked phones, and then only in their own shops.  There are
unhlocked phones available on eBay. The Ericsson R520m isn't the
latest and greatest, but it has a lots of very happy users. Nothing
very whiz bang flash, but there isn't much it cannot or will not do.
(no Camera, No colour Screen,no Polymorphic ring tones, but otherwise
supports just about everything.  It is tri bankd 900/1800/1900Mhz, at
the going rate on eBay  it is a good value.

Generally prepaids in Europe are less expensive at 1800Mhz then at 900
Mhz.

And you will save a bundle using prepaids in Europe. ROAM stands
RAPE,OVERCHARGE And MASSACRE