As people have mentioned there are basically two options--I usually keep my phone on (so not using airplane mode) and turn the data off for emergencies. BUT be aware that if you turn your phone on at any time in Europe and it connects with a cell tower, you will be charged for calls that go into your voice mail (and maybe even texts, not sure about that), even if you turn the phone off immediately, until you are back in the states and connect to another tower. This might not be a big deal if you don't have a lot of people who leave you messages, but AT&Ts rate is $1.29 a minute for calls in europe so keep it in mind.