European roaming data provider, which SIM cards can be purchased on-line / in Poland

(question similar to this, but focused on data plans and SIM cards with purchase on-line or in Poland)

I'm about to travel across the Europe (mainly and maybe some other parts of the world) and I'd like to prepare myself for having uninterrupted access to the Internet through my travel. It is quite easy, when you go by the plane, as you can by in-country SIM cards directly in the airport. But, when you're going to travel by car or train, you must have SIM card with you, once you're near the border.

Thus, I'm looking for any European (world-wide) mobile carrier which would offer, mostly data plans oriented SIM cards, that can be purchased on-line and sent to Poland or bought directly in Poland.

I did some research here or there and so far I managed to find two options:

1. Lycamobile offers separate SIM cards for each country, where they offer their services.

2. Multi-country operators like Maxroam or Truphone which offers one SIM card for all countries.

For some reasons I consider multi-country solution (second option) as less interesting. Mainly because most of these offers are call-centered and prices for just data plans aren't too good. And I don't want to pay for something I won't be using (calls, text, MMS etc.).

I'd normally go with Lycamobile, but they (again) offer plans that have prices mainly call-oriented plus my initial contact shown some technical issues with getting SIM cards from other countries¹.

So I'd be happy to read about some alternatives with data transfer oriented offers that can send SIM cards to Poland without problems or which SIM cards can be bought directly in Poland.

¹_{You have to order each country-specific SIM card separately as they seem to be not willing to send many cards at once}