I just picked up the Nokia 5200 for my daughter. She is going to Italy in the fall – is it possible for her to use this phone there? Would she need a new sim card for European use? And where would I find one of those?
Europe uses 900 and 1800 bands. The Nokia 5200 only supports 1800. That may be sufficient depending on your carrier's coverage. You will also need a SIM, either an Italian one or an International one. See http://www.prepaidgsm.net/en/italy.html for available SIMs, prices, coverage, etc.
There may also be additional bureaucracy for a non-resident to buy a SIM (IIRC Italy requires a national ID to buy a SIM.) You may want to check with the folks on prepaidgsm.net's forum.
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