With Maps (-) I pretty much downloaded Europe but only to the first 3 levels. For places that I am visiting and will be on foot e.g. Prague, I zoom in until Prague fills my screen and then cache the complete area down to the highest possible detail. Sometimes if I intend to be going for walks outside the city and caching large areas to high detail it can download 5 - 6 digit cache areas and may take over 2 hours to download.
I am in agreement with you. Why wouldn't you do this verses using expensive international data roaming charges. The cache stays on your phone until such time as you wipe it, so once you've got the map you don't need to download it again.
As for MapDroyd, yes you do need to choose which country files to download. Persoanally, I just downloaded the globe. Put the SGS on charge and left it for a few hours to do it's stuff. For me, I prefer Maps (-) but WikiDroyds slightly more basic presentation is great for the odd time when a minimum notice destination change takes you to a place you haven't had the time to download yet in Maps (-).
Also when using WikiDroyd in certain countries especially Arabic or Russian you find that WikiDroyd presents 00000 as the place name at certain zoom levels. At certain levels the place can be read but as you zoom in or out the place becomes these hollow rectangles.