If I don't have the option to connect back to my "home base" of sorts over VPN then I'll usually try to avoid logging into any accounts and only view web sites and forums as a guest.
If I'm visiting family/friends for only a weekend I keep my online time to the minimum. I check my email via my cell phone's very basic browser. If I'm somewhere that has wifi (believe it or not my aunt doesn't yet!) I take my iPod touch along and check in on that. My laptop stays in the car unless there's some kind of emergency.