If you're roaming then you'll probably get charged to receive a call as well as making calls even if you regularly don't get charged for receiving. This is fairly normal practice for NA but unusual for UK or maybe Europe.

You can get cheap pay as you go phones when you buy the SIMs if you don't want to buy one in Canada first. Only issue is that they may be network locked so you can't change the SIM when you go to another country. e.g. This Alcatel phone is only £4.99 + a £10 usage credit but its quite likely it'd only work for Orange UK.

I don't know what carriers you'd use in France, Germany and Italy so can't give you any specific pricing for them but I wouldn't expect it to be expensive.