My wife and I tend to do a lot of traveling, both on business and for pleasure, and if you’ve ever spent time in airports, you know that internet access tends to come in the WEP flavour, usually with no password.
One way to protect yourself is to run all your traffic through a VPN while using an insecure network. I set mine up on my Linode using their instuctions “Secure Communications with OpenVPN”, especially the part about “tunnelling all connections”.
Once you’ve got that set up, you just need to install a VPN client; on OSX, I recommend Tunnelblick. It sits up in your menu bar, and connecting is as simple as choosing a dropdown option. Once connected, all your internet traffic is seamlessly routed through the VPN.
Since Firesheep was released, almost every site targeted has switched to enforcing https on all connections, but I still appreciate this extra layer of security while laptopping on the road. As an extra added bonus, it also allows me to access geo-restricted US sites like Hulu, but you didn’t hear that from me.