I knew this wasn't going to be easy, but I think I've got it sorted.
The key is to switch data roaming off. That way it is impossible to rack up unwanted charges downloading data through foreign cell phone air space.
It is also unwise to ever access any 'net-based app (including Mail and Safari) when there is no Wi Fi available. It seems that as long as you don't access any data delivery apps they don't seek out that data (presumably because data roaming is switched off).
The other fail safe method is to switch the iPhone to Airplane Mode. The problem with this, of course is that you can't receive phone calls. But you may not want to receive many calls anyway, given the charges incurred! And consider being many time zones away from home - all those sales calls could wake you up at an unreasonable hour - ugh!
As a number of comments on various iPhone web sites mention, the problem all stems from the iPhone being such a versatile smart phone. I hope that in the future the mobile providers of the world will be able to get together to offer reasonably priced data roaming plans for frequent travelers. You could say that the iPhone is simply ahead of its time when it comes to marketing plans for those of us who travel a lot.