It's a basic tip, but if you don't do this, you might get caught out by your bank's overzealous efforts to fight credit card fraud.
A few weeks ago I used my credit card to sign up for the Netflix streaming video service in the US, which I was testing from Australia (via a Virtual Private Network, for the technically-minded). It was the middle of the night in Australia, but only a few minutes later I received a text message from my bank warning me that my credit card had been suspended because it had been used in another country and that I should contact them.
A quick call to the bank's 24 hour support line sorted things out and the card was fixed. It had been suspended because the bank feared it had been stolen. To be honest I was glad that my bank was taking such a proactive approach to credit card fraud, having previously been the victim of such fraud when using a different bank.
I forgot all about this experience until a few weeks later when I headed off to New York on short notice to cover the Nokia Lumia 920 launch. I couldn't afford to have my credit card suspended while I was in the US, especially as I wouldn't be using my Australian SIM card so I wouldn't receive the warning text message. So I went back through my text messages, rang the number and explained my travel plans.
Thankfully I didn't have any trouble with my credit card while travelling, but I dread to think of the hassles it would have caused to have my card suspended the first time I used it at the airport. If you're planning to travel, let your bank know before you go.