You can turn data roaming off and rely on Wi-Fi, which would be more sensible if you don't have good data package abroad.
Battery tends to be milked by the following (amongst others)
3G on - switch it off unless absolutely necessary
Weak signal - can't do much about that, except move the phone to a higher signal area
Bright screen - turn it down a bit and have auto brightness on
Some energy hungry app still in the background. GPS style apps are notorious for this. Go into the Multitasking mode and kill all the Apps running (you have to do this one by one)