That is exactly what I do.
I leave my phone on in case my wife or someone else needs me in an emergency. It is also the way I communicate with my wife. She will call me and I wont answer and then will call back on skype through my computer or through the wifi on my iphone with the skype app.
I have data roaming off which is an absolute must although I can still receive texts. The good thing is that I hardly ever get any texts so if I go to Canada 4 times in a month I may get 1 or 2 texts. It cost me 1.00 total but the positive is that my phone stays on in case my wife or someone else (important) needs me.
If ATT could disable texts over there as well it would be great.
Canada is an inconvenience but certainly easy to work around for free to very cheap money.