I saw this and didn't get a chance to reply. I was travelling Monday and have been really blocked at work today.
There is one cast iron way of getting the best deal out of the phone companies, you phone the help line and choose the "thinking of leaving" option. Then talk to their representatives. They are empowered to give you rates which are not available to the shops. Eventually they will reach a bottom price though.
What you are currently seeing is the cost of the EU roaming package. Everyone is offering less deals when you take a phone.
I found this when I went to take my package for Vodafone earlier this year. I was looking for a good data package. The best, monthly rolling, sim only, was £39 for 6gb of data (I already had unlimited calls and texts). However when I moved to yearly, I could get 20gb and there was a deal on for that at £30 a month.
However when I looked at similar packages with a phone, it was £70 a month for a 24 month contract. OK so If I took a top of the range iPhone that might look like a good deal. However I want a specific Android phone and I want to be able to change my sim deal after a year and get a better one. So I'll eventually pay the £300 they will want (in a few months), for the phone I want and then take the package I want.
Three have some very compelling packages for EU travellers and Virgin have some good deals for people who buy their own phones (BIL on £8 a month with unlimited everything).
I bought my last phone (Microsoft Windows phone), and will almost certainly buy my next phone. The days of me paying over the odds for a phone from Vodafone are, thankfully, behind me.