Good question
We are going to take our tandem bike to Europe next fall but this past summer DH took his road bike to Europe as well. He was self-supported but thought it was well worth the effort to bring his own bike because he's had fit issues and back problems before and needed everything to be exactly right. I think the one thing I'd worry about bringing our own bike(s) is if the tour transports them on a van or something and they scratch or damage the bike. However, I highly doubt we'll ever be willing to go on a tour anywhere in the world where we don't take our own bike. So... talk to the company and see what their opinion is of you bringing your own bike and whether or not they allow it.
2010 Specialized Sirrus Comp (XS)
2010 daVinci Global Venture