What certification is needed for electronic devices in Europe?
To sell in the EU, you will need a CE mark, wheelie bin logo (WEEE) and RoHS statement.  You do not need to use an EU test house, but do need to be able to provide evidence to the authorities upon request for all of these. 

If you are manufacturing in China, they will generally provide you with a RoHS statement.  If buying from China they will also provide the CE Mark (remember to ask for documentation).  

Not sure about what is required to get an FCC mark.