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Most providers in Europe include same-price data in all of EU. So you can buy a SIM in Germany and travel to France and use the same data quote. This was set as an EU law (I believe) a couple of years ago. An price example is 12GB data for €20 or so in Germany.
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Since 15th June 2017 you can use any SIM bought in a EU country without any additional roaming charges in other EU countries (with some limitations, which however are only noteworthy if you travel for a couple of months through the EU without going back to the country where you bought the SIM card).
This means it depends mainly on the first EU country you enter and a good overview of the available prepaid SIM card can be found at the Prepaid Data SIM Wiki.