The best global SIM cards are the ones with the most number of countries that recognize them. The companies behind these cards forge partnerships with the local networks across the globe to allow the SIM to operate there with special rates.
Indeed, you should compare the charges for call by the minute and data by the MB to see which ones come out as the cheapest. All of them will be much more affordable that using roaming services so you will save money whichever you end up choosing.
If you are particular about coverage, then check the local partner of the SIM card you plan to get and see its tower locations. Make sure that it has a presence where you intend to go, especially if it is far from the cities.
Get a card that provides you one number that you can use anywhere you go.