Assuming you’re not interested in rooting/jailbreaking your phone, your best bet is to go with a plan that allows tethering. There’s no need to switch wireless providers, just buy prepaid SIM cards and switch back to your AT&T SIM when you get back home. If it’s going to be an extended trip, ask AT&T to suspend your service while you’re away.
Googling “canada sim tether” and “uk france germany tether” got me these: