It's a bit like resetting a router.
Though this may be a no-brainer, it pays to point out most roaming problems can be resolved by restarting the phone, or by simply toggling airplane mode on and off to reset the connection.
It's a great quick fix too, when for some imperceptible reason, the data connection has dropped. The other option is to finagle with the APN settings, though that's not really necessary. Most phones are already set up to automatically detect the best roaming partner. Remember that!