So when you leave your ‘home’ network you have to roam on one of the local networks and that frequently means no use of the home network’s services such as data (short codes and voicemail tend to work if there’s a close relationship between the networks). The best thing to do is buy a local SIM for each country you travel to, although that can get annoying (simplified for callers with a personal number though, e.g. GrandCentral/DigitalMail). A SIM-unlocked tri or quad band phone is also useful in this scenario.

If the provider doesn’t accept foreign cards to top-up, a way around that is just to load up a local pre-paid debit card available over-the-counter in various shops. Another alternative–get one of the so-called ‘international’ SIMs (e.g. from Luxembourg and thus expensive for callers).

Can’t speak for Vodafone, but personally I’ve always found Orange’s customer service to be fair.