I have the Telus Hero on Fido too!
The only time roaming will be noticeable is during boot up when it asks if you want to turn data on because you are roaming.
Everything else is pretty much perfect. The APN settings only take a few seconds to delete and set up with fido. HSPA is very nice (I used to have the European GSM Hero with no NAM 3G).
+1 for Handcent. So much better than chomp. Works great with timestamp fix (+5 hours for Vancouver)