I had purchased a sim card and a one month plan from 3 in the UK.
Three Store - Phones, Mobile Broadband & SIMs
Never ran out of data and the service was pretty good.
A friend had purchased 4 sim cards online and had them sent to our address in Cambridge. They wouldn't ship to a Canadian address. They are travelling through Europe right now so not sure how the plan covers the continent when the plan was purchased through a UK provider.