I've done it both ways - set up the $5 additional charge, and just used as is - not much difference in price that I could see - but I was never on the phone for more than about 2 minutes. My account doesn't have roaming charges, so that could make a difference. Dita is correct - I'd say call AT&T and get some info from them re: charges.
Also, if your phone is turned off no charge for voice mails left, but if it is turned on, there is a charge. I could never get a good explanation for this from AT&T. There is a charge to check your voice mail, and you have to call a US number to do it.
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I can never remember which is better . . . safe? . . . or sorry?