Updated: Oct 2
The easiest way to use your phone in Greece is to purchase a prepaid Sim Card. It costs 6 Euro for 1 GB of data or 10 Euro for 15 GB.
I bought Sim cards for Liat and me at the Wind Store in Tsimiski street, next to our hotel. It took me about 5 minutes to purchase and install the Sim cards on our smartphones.