If your phone is not unlocked, you will not be able to use a sim from any carrier other than AT&T so your choices are limited.
You could get a cheap unlocked phone to use while you're traveling, or you could make arrangements to pay the outrageous international roaming charges from AT&T.
If you're traveling on business, your company will pay the charges and it's not a worry.
If you're traveling for pleasure, you can probably go a week without making a phone call. Turn your iPhone on airplane mode when you get on your first flight and leave it there until you get home. Turn on WiFi mode and only use your phone in WiFi areas, and then use Skype for any phone calls you feel compelled to make. This is my preferred method when I go to Europe.