With few exceptions, cellular service, and especially for use while in another country, is outrageously expensive for folks in North America (Canada & US). Sprint may offer a good alternative...see above. But, they are merging soon with t-Mobile... t-Mobile is the gaining company, so the name going forward will likely remain t-Mobile.
As I mentioned above, I use t-Mobile as my provider in the US and am very satisfied with being able to use all my data allotment, PLUS my accumulated stash of non-used prior month's data, when I am in any of 140 foreign countries, including all of Europe, without roaming charges or fees.
The primary advantage is not having to change SIM cards or adopt a different phone number when out of the US. If someone calls my mobile, it simply rings in Spain, Thailand, Malaysia, or wherever I happen to be. As t-Mobile is one of the first and largest European mobile / cellular providers (home, Germany) they have a huge network of partners all over the world.
Yes, it can be less expensive to obtain a native Spanish SIM for the period you are here. But, I much prefer the seamless nature of t-Mobile's service. As soon as I land at Madrid or Paris, my phone boots up to the local partner provider as though they were my native service. this is at least to me, a huge benefit.
Hope this helps.