"Mobile Data" = The internet via cellular on your iPhone.
"Enable 3G" = Faster cellular internet.
"Data Roaming" = When the iPhone thinks it is outside of the UK, do you want Mobile Data on or off.
I personally always have Data Roaming as off, but when I go abroad I don't trust the iPhone to correctly identify that it has left the UK... so I turn Mobile Data off manually too. But if I forgot to turn Mobile Data off manually, hopefully the iPhone will detect that it is roaming outside of the UK sooner or later before it racks up too large a bill.