1- Anticipate data roaming fees: always check the fees for connecting to the internet on your smartphone abroad. You should also block internet access for certain applications so as not to see your data consumption go stratospheric -- along with the attendant phone bill.
2- Save smartphone content before leaving: this is essential in case of theft or loss. Once they're stored on the Cloud, for example, your contacts, photos and even text messages will be easy to recover.
3- Keep a copy of your papers: it is highly advisable to keep the numbers of your debit and credit cards, passport and driver's license in a safe place so you can cope with the situation if they get pinched. You're best off preserving a scanned version in the cloud so you can access a copy from anywhere you need to.
4- Save your photos: during vacation, remember to copy your photos to a dedicated website so you won't lose your memories in case of theft or damaged material.
5- Take your passwords with you: of course the best thing to do is to make them confidential using an online password manager application or service, for example. Also, avoid entering any passwords on a hotel or cybercafé computer.