This is a huge pain in many of the airports that I have travelled. In fact, you'll even get ripped off at some. For example Rome. We paid 50 euros for a supposedly Schengen wide 1GB plan but as soon as we left Italy that SIM was useless. So yeah, I'd definitely pay someone if they can just hand me a SIM at a nominal price as soon as I walk out of immigration/baggage claim
Singapore has done this in a great way. As soon as you take your bags and go out there are display boards for SIM purchases - quite quick as well. Super friendly staff.
EDIT: changed Europe to Schengen.