I don't think it's common for the price of a given good to vary by more than three orders of magnitude depending on its location and circumstances, but that seems to be the remarkable situation with cellular data, so I'll remark on it. In the US, I'm using a plan which seems to be fairly typical, and that offers 2GB of data per month for $25. That's $0.0125 (1.25 cents) per megabyte, and is an allowance that I've never used as much as half of; if I track usage, it's more a matter of curiosity than of financial concern.
My US carrier, not atypically, posts pay-per-use rates for international roaming that range up to $19.97/MB, which is almost 1600 times higher than my domestic cost. It's practical to communicate in this price bracket with occasional access to text-only email (which may have been the primary use of mobile data when the rate was set, but I don't know the tariff history), but is much harder to manage economically in an era of rich graphics and autonomous mobile apps "phoning home" to their servers. There have been numerous horror stories from unwary travelers who have returned from overseas trips with smartphones to find that their data services worked smoothly but the the resulting charges dwarfed their air fares.
It's now possible to get international packages with terms that have improved significantly over recent years, allowing cheaper roaming to many countries (e.g., 120 MB for $30, or $0.25/MB, 20 times my domestic plan rate and about 80 times cheaper than the pay-per-use rate), but these don't operate everywhere. (Tip: if visiting an excluded country, find Wi-Fi, use SMS, or make the most of a rare opportunity to disconnect.) If one of these plans is active, it moves the criteria for mobile data usage from something like "only in case of emergency" or "only if price is no object" to "apply thoughtfully and carefully, where and when useful", but not as far as the domestic "use freely and don't worry much about measurement" category. I'm able and willing to measure usage and act accordingly, so this works for me, but it can seem awkward and unfamiliar if you're accustomed to data usage being effectively free within an existing plan.