Your service provider will have specific information relating to different countries on their website as to what will and won't rack up costs.
I'm on O2 with an iPhone, and I personally kept it in Airplane mode most of the time.
If you do want to turn it on for calls & SMS, turn off 3G data, turn off Cellular Data.
O2 are very well set-up though, you get text messages as soon as you connect to a network over there confirming charges, and you get alerts when you start to rack up the Data charges (I hit £20 VERY quickly when I did go online, as its over £3 per megabyte.).
Other than that though, the costs of making/receiving calls and texts on O2 there weren't anything extortionate.