Getting SIM card with EU-wide coverage with mobile data plan [closed]

I will be traveling to several European countries in August with a large group and want to be able to keep in touch with everyone with ease and affordably. I won't need much in the way of minutes/sms since there are multiple smart phone apps that can do that over data, so I am more interested in data.

I've seen plans from Lebara, Lycamobile, and Vodafone that all vary in price and roaming charges, but I've also read that come July, roaming charges will no longer be allowed in the EU. Now I'm confused and looking for advice from anyone who may know what the best option may be.

Is this something I should purchase ahead of time and ship to my home, or should I just wait until I arrive in the UK and buy a SIM there? I will be leaving the UK after one day and heading to the Netherlands, then off to Spain and Italy before returning to the UK for one day.