Gromitt,
I have used my Option HSPDA card, with great success, in the UK, more specifically London central and areas around Heathrow.
If you use a pre-paid SIM from Vodafone, the 'pay as you go' cost per meg is 4 quid approx = R54 at current exchange rates. (last time I checked, please don't shoot if I'm wrong

)
If you use your Vodacom sim and connect to the Vodafone UK network, which is the prefered Vodacom roaming partner, you pay R15 per meg flat rate.
more details here:
http://www.vodacom.co.za/services/roaming/flat_rate.jsp
The URL contains a list of "flat rate" partner networks. Only 'catch' is that this flat rate is only available to Contract customers. Please read the small print!
Ensure that your SIM is enabled for voice and data roaming.
HTH