Because of their cost, they attract thieves, and because of their small size, they can be easily lost. While the camera can be replaced, the priceless photos cannot.
So, while on holiday, I copy the contents of my camera's memory card onto CD. It frees up space on the memory card, and prevents running out of memory at precisely the wrong time.
On longer trips, I sometimes make more than one copy of the CD, posting duplicates home to family or friends as a creative alternative to postcards.
This has the added benefit that if you lose your CD (for example, if your luggage was lost or stolen), hopefully at least someone at home would have received a copy of it. Another option to save your digital pictures is to email them to yourself or upload them to a website to store them.
In urban areas in developed countries, you should be able to do this at internet cafes, hotels or photo shops without any more equipment than your camera. However, to make it easier and cheaper (sometimes even free), I take the USB cable that connects the camera to a computer, some blank CDs and a copy of the camera's Windows driver on CD (usually found in the box your camera came in). This is particularly important in developing countries where you may face more difficulties.
Finally, I recommend using your camera to take photos of your luggage.
A picture can paint a million words when you cannot speak the local language.
On arrival at Havana, Cuba, our luggage was lost for two hours. Then after showing photos of our bags on our camera's LCD display, it was returned to us in minutes.