The terminology used in the US and EU is somewhat different for these devices, which is one of the things that can make research a little confusing. So we generally use the term “pocket socket” in these forums for the ones that plug-in to distinguish them from the ones that are mains powered and the micros that fit inside the wall.
Zwave and Zwave Plus: Simple, easy, officially supported, available as low as €30
Any certified Z wave or Z wave plus pocket socket should work just fine with SmartThings for on/off/dim and can use the generic device type handler. There are many different brands of these. Vesternet has a good selection. TKB Home is quite popular because it tends to be one of the more inexpensive lines and it comes in most of the different EU plug format.
Vesternet often sells bundle packs, such as a bundle of five Greenwave Z wave switches for £86, which is £17 per pocket socket:
You may require custom code if you get a pocket socket that has advanced features, like a color changing nightlight, power reporting, etc. so for those you should check the forums to see if someone has already written a device type handler for it. Usually the fastest way to search will be to use the quick browse list in the community – created wiki. Look in the device type handler section and then look on the list for “pocket sockets.”
Community members have reported some problems with the fibaro pocket socket, and the aeotec can be tricky to pair, in both cases because of the advanced features of these devices.
Either Z wave or Z wave plus will work just fine with SmartThings. Zwave plus is the newest generation and gives you longer range and a few technical advantages, so personally I would tend to choose those, but if there’s a budget issue and you don’t think range is going to be a problem then Z wave classic is just fine.
Any certified basic model such as TKB home, popp, or Greenwave should pair easily and work fine. 
Zigbee: originally hard to find in the EU, not always reliable if bought direct from China. But as of 2019, the IKEA Tradfri model is an inexpensive reliable Choice
As far as zigbee devices, there are some very inexpensive ones from China but there have been a number of problems reported with those. Definitely check the forums for review before purchasing any.
However, since Amazon introduced the echo plus, which uses the same zigbee profile that smartthings does, we are starting to see more and more zig bee pocket sockets come on sale at very reasonable prices.
One that really stands out is the IKEA Tradfri. At only 9 pounds, it’s less expensive even than the Chinese imports, but it works very well with smartthings. The product description will say that it needs its own gateway, but you can use the smartthings hub instead. It also happens to be an excellent repeater for the inexpensive Xioami sensors. The Tradfrismart bulbs and this pocket socket will work well with smart things. The handheld buttons and remotes only have a partial integration.
The same device is available at IKEA in other EU countries with the appropriate local plug type.
WiFi: many inexpensive are brands available on Amazon but most don’t work with SmartThings
If you go to Amazon, there are lots of inexpensive WiFi pocket sockets, but very few of them work with SmartThings. 
If they have an IFTTT channel, you can always use that for indirect control. Dlink has a UK plug with an IFTTT channel, for example:
http://www.dlink.com/uk/en/home-solutions/mydlink_home/ifttt
WeMo and a couple of other brands also have IFTTT channels. WeMo used to have an official cloud to cloud integration with SmartThings, but I just don’t know if that’s still working, there were some problems with it at one point.
Wi-Fi plugs that don’t have an IFTTT channel May require another device as a “man in the middle” server. This can get quite technically complex. So check the quick browse list for any individual brand you are interested in.
So for WiFi, for anything with an IFTTT channel it will be quite simple although there may be some additional lag relative to what you would get with a Z wave or zigbee device. If there is no IFTTT channel, there may be a way to integrate it with SmartThings, but the method varies from model to model and can get technically quite complex.
As of autumn 2018, you can also use Amazon echo as a “man in the middle” for any device that can be controlled by an Amazon routine (not a smart thing 13 as of autumn 2018, you can also use Amazon echo as a “man in the middle“ for any device that can be controlled by an Amazon routine (not a smartthings routine). Set up is a little complicated, but not too bad. See the FAQ:
Summary
As you can see, there are quite a few choices. I personally would look at the TKB Home zwave pocket sockets for the “just work” solution for zwave. They’re better quality than some of the cheapest brands, they should pair and work very easily with SmartThings, and they’re just a good basic device.
However, the best choice right now for a zigbee pocket socket is the IKEA Tradfri. Excellent price, works well.
Remember that zwave can repeat only for Z wave and zigbee can repeat only for zigbee, so you may need some of each protocol to get good coverage.
But there are lots of alternatives to consider depending on your needs and budget.