I'm in Italy right now using a prepaid GSM SIM to post. Paid 10 euros for the SIM with 5 euros credit on it. Refilled it for 10 euros more and paid 5 euros for 3gb of data. Works fantastic. Get about 1 Mbps down and 150kbps up on HSPDA and this is in the Alps.
The phone works really well. I have push email exchange enabled and it even disconnects when I roam on another provider. Have absolutely zero out of plan charges and have been here a week. Every data option on the phone has a disable while roaming feature.
If you want to scope out what options are available to you, check out this site:
http://www.prepaidgsm.net/
I already knew which SIM, and where, I was going to purchase before I even left the states.
EDIT: The phone will not be able to connect to your CDMA data settings, so theres no real point to delete them. Even if you do CM_guardian will eventually recover them. If you absolutely have to delete your connection settings, you will need a program like dotfred task manager to disable the CM_guardian service.