No, I'm on O2 in Ireland, just turn it on in network preferences and voila! It doesn't even cost me any money unless I exceed my normal download limit for the month.
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Having lived in southern Germany (pretty much the geographical centre of Europe) for about five years, I travelled extensively by train. The rule of thumb is that it is basically impossible to fly anywhere in less than 5-6 hours, city centre to city centre, so any train ride under six hours is faster than flying. This should get you about 800 km, which was enough to reach 11 European Capital cities, including London, from where I lived.
The price in Europe of train travel is usually pitched slightly below the standard airline fare, i.e. above that of Ryanair. The big advantage of trains is that you can spend six hours sitting at a table with your laptop turned on, no interruptions for security checkpoints, queues, take off and landing etc. On German trains you can usually plug in your laptop too, saving battery life.