Buy an unlocked quad-band GMS tri-SIM phone on ebay (about $30), then get a SIM card for each country on arrival or order ahead of time.

For Belgium, a SIM that is very easy to get is Proximus Pay&Go - it's everywhere and very reliable (because it's the mobile solution for the major phone provider Belgacom). Another SIM which is much cheaper is Simyo. Not sure how easy it is to get. Pay&Go would be more expensive, no question. When I lived there it was possible to use Pay&Go in conjunction with cheap telephone cards (the sort you would usually use with a landline), to make calling internationally much cheaper. Not sure if that loophole has now been closed, but it makes international calls from Proximus much cheaper. Or you might try going to a supermarket and just getting their own brand SIM, which is probably cheap enough. Like this one:
http://mobile.carrefour.eu/product_0221.cfm?lang=EN

There is a GB Carrefour in the CIty 2 shopping centre, at the end of the Rue Neuve shopping street in the centre of Brussels. Easy.

For France Lebara is very cheap and you can talk to English-speaking operators. I know this network from Germany and can recommend them. There is a lot about Lebara on this forum.

Lavandula