I've just read another forum and it seems there are teething problems with the system at the minute as people are complaining they are being charged for making/receiving calls in the US with this system. Apparently calling Three customer service from abroad is not included oddly enough!
Anyone getting roaming charges do seem to be getting refunds when they raise it with Three on their return though.
Just something to watch out for
I know EE had issues when they launched their roaming plans as roaming was not being enabled on their accounts even though people had roaming plans so their handset didn't work when roaming!!
On a side-note, it's always a good idea to phone your network before you travel just to make sure roaming is actually enabled as usually by default it's not on pay monthly plans, especially if you have just started a new plan with a new network.
It's always easier to do it before you travel then having to mess around trying to contact them via landlines or social media etc whilst your are abroad.