Every person packs differently, both in what they bring and how they pack it, and you will discover what's best for you through trial and error.
You are going to forget something you need -- that's just how it is. Remember that, in the vast majority of places you go, even most developing countries, you can buy what you absolutely need.
Some general packing tips:
Buy tough, boring-looking luggage. Go for durability, toughness, and ease-to-carry/roll around/carry, not fashion, because your luggage is going to take a beating, and needs to be able to withstand such. Also, the more expensive it looks, the more likely it, or its contents, will get stolen.
A soft-sided, wheeled backpack, with zip-off day-bag, is, in my opinion, ideal. A soft-sided, wheeled backpack allows you to pull the bag most of the time, and to throw it on your back as needed. Your back will love you for pulling the bag most of the time rather than wearing it. Make sure it's durable, for the times you will walking on very unforgiving sidewalks. It's up to you to decide if you want to buy a bag you know you can usually carry on (small planes are very limited on the size of bag they can allow to be carried on) or if you want a bag to usually check.
Make sure you only take the number of bags you can carry by yourself for at least five blocks, even a quarter of a mile, unless you are going to always take a cab everywhere. I believe that you absolutely should NOT bring more bags than you yourself can carry up and down 15 steps and at least five blocks entirely by yourself. You cannot transfer from one train or bus to another by yourself easily if you are struggling with bags -- and it also makes you a prime target for thieves. You cannot count on someone helping you in the airport or a train station as you struggle with your bags. And if you get on a train and have more bags than you can handle, other passengers will NOT be nice to you.
One piece of your luggage should be the largest allowed for the seat in front of you in front of you in economy class on a plane. On full flights, if you are one of the last people on the plane, there will be no room in the overhead compartments by the time you board; in such circumstances, if you have just one bag that fits in the seat in front of you, you won't have to check your bag (so long as this is the only bag you are carrying on). If you can learn to pack for an entire weekend using just this bag (and your purse will need to fit into this bag when you check in at the airport), you guarantee that you can always carry your bag on a flight instead of checking it. And if you have a second, checked bag, you have a back-up in case that bag is late at your arrival (very likely if you have to transfer from one flight to another).
Remember to budget space in your luggage for things you want to buy -- clothes, ceramics, wine, beer...
I tie some multi-colored yarn around the handles of any luggage I'm going to check, so they are easier to spot on a luggage conveyer belt.
Your checked AND carry-on luggage needs to have a name tag on the outside, and identification inside -- it's best if the inside i.d. is in more than one pocket of your luggage. Include your name, email address, phone number and physical address, both where you are coming from and where you are going to. If you will be traveling to more than one location, leave a copy of your trip itinerary inside your luggage so you can be located more easily.
You may not lock your bags for going through an airport or flying. Airport security will no longer allow locked bags of any kind, whether its checked bags or carry-ons. If you do lock your bags, your locks WILL be broken. That said, do pack some little locks, and use them to lock your bags AFTER you leave the airport. I have a lock for my daypack that I use when I'm out and about, which, I hope, discourages pickpockets.
Don't take electronics, jewelry or other valuables while traveling that you would be heartbroken to lose, or that are easily broken. If you are traveling by plane, then keep any of these items, along with documents, medicine (with copies of prescriptions) or any essentials, in your carry-on bag.
Speaking of medicine, keep in mind when you pack that some things are easy to get in most other countries, like aspirin or antacids, but other things aren't, like prescription treatments for a yeast infection or any asthma medications/inhalers. Take a doctor's note affirming you have a prescription for such medication.
If you are going on a plane or train where your bags may not be under your control the entire time, and you are traveling with someone, divide your clothes between each other's bags. Then, if one bag is lost, you'll still have things to wear.
You know how in The Hitchhiker's Guide to the Galaxy how the most important thing you are supposed to have when traveling around space is a towelCamping Towels)? That's actually not fiction. Always take a towel. Not a big beach towel, but not a little hand towel, and one that you wouldn't freak out over losing or leaving behind. You will be stunned at how often you need to use such on a trip -- because the hotel's towels are unusable, because you don't have a pillow, because you need to clean up something... I think camping towelsCamping Towels)
are the best, but any thin towel will do.
Take a sink stopper if there is even the remote chance you will need to rinse something out in a sink or even wash something outright or maybe take a bath. The best sink stopper is the kind that's just a flat piece of thick plastic, because it fits any kind of drain. Even most luxury hotels often have sinks that don't hold water well.
Take a "wax," also known as a sarong or sarung. A wax is a large piece of colorful but durable cloth that is often worn by women in developing countries as a wrap-around skirt or very large shawl. You can do the same, or use it for a top sheet when your sleeping bag or the European-style comforter is too much on a warm night, as a head dress (often needed to tour a mosque), extra covering in conservative countries, a picnic blanket... You can buy them at any hippy/dippy store, any import store, and the like. They pack very, very small -- I can easily fit one into a fanny pack WITH other stuff. If you are a size 12 (USA) or a or less, you can use a wax as a skirt as well, even over pants. If you're going to be taking a particularly long trip, take two (so you can use them both at the same time -- skirt and shawl, skirt and headscarf, etc.). Wash them once at home in cold water, to see if they shrink (you don't want to take one that shrinks!).
Take a multifunctional headband, one of those long, seamless tubular things you can wear in different ways (a headband, a bandana, a beanie, a pirate-style cap, a neck scarf, etc.). It's great for bad hair days, when your neck gets cold, or when you are in a very religiously-conservative country where your head covering must cover all of your hair (put on the headband so that it covers your hair, particularly in the front, then put your wax over your head as a head scarf - voila, you're culturally sensitive!).
As for clothes, go for durability and practicality. If you are going for a clubbing weekend in Madrid, fine, take all your silly skimpy outfits and painful shoes. But if you are interested in sight-seeing, walking, and covering large areas in one day, go for comfort. I think loose-fitting clothes are best. And in countries outside the West, go for shirts or jackets that provide plenty of butt-cover (that extend down below your waste, but aren't at all tight). Modest dress (your legs, arms and chest up to your collarbone covered -- added bonus if you can cover your head) gets you into religious sites (and I don't just mean mosques -- I have watched girls in shorts turned away from churches in Europe). For shoes, I limit myself to just two pair of shoes, including the pair I'm wearing. One pair is usually my Teva sandals, and I'm usually wearing those through the airport, because they are easy to take off for security and on the plane. The others are my trail running shoes - I find these are best for any situation the world can throw at me.
If you are at all worried about the quality of the cleanliness of the showers you are be using, buy the cheapest, thinnest plastic flip-flops you can find, to wear in the shower.
If you are going to be traveling by plane or train and will want to nap or sleep, I think three things are absolutely essential: a neck pillow (I have the inflatable kind), an eye mask, and ear plugs. And those last two come in handy if you find yourself trying to sleep in a noisy city, or if a light is shining into your room (happens frequently when I travel). But remember -- some situations, for safety's sake, may require you to stay awake (I never sleep alone on a train).
If it's going to be a long trip and your luggage is going to go through more than just one airport or you are going to have to schlep it around a lot, consider taking duct tape in your carry on, as you may need it for quickie luggage repair until you can buy a replacement bag. A way to save room is to take just some duct tape, wrapped around a pencil.
I believe in guidebooks, especially Lonely Planet. I almost always have one with me while traveling, even within the USA. It's not dogma, but it will, at the very least, tell me where I am, what I'm near, what might not worth be seeing and what I really shouldn't miss. I also, or otherwise, have a very detailed map of the major city/ies I'm visiting, and if I'm in a non-English-speaking country, I sometimes have a pocket phrase book with me (sometimes, I just point to the phrase in the book for what I want, showing it to the waitress or train worker or whomever). Yes, you can find a lot of that on the Internet -- providing you can find Internet access.
I always take a bottle of water and a snack bar in my carry on, and with me as I tour somewhere. And I've always, at some point, been grateful to have such.
If you intend to buy things to bring back, either leave room in your bags before you leave, or, pack an extra bag. I have two options: a duffle bag that reduces down to half the size of a notebook computer, and that, full of stuff, I can check as my second bag on my flight home; and an entirely-cloth backpack that, empty, I can pack in my fanny pack with everything else and, full, I use as my second carry on.
Absolutely do NOT bring more bags than you can carry up and down 15 steps and across two city blocks entirely by yourself. I really can't stress this enough. You may have to get on a train by yourself -- or, worse, transfer from one train or bus to another by yourself -- and you cannot do it if you have too much luggage, or if your bags are crazy heavy. In Europe, no one will help you as you struggle with your bags -- trust me on this. And if you get on a train in Europe and have more bags than you can handle, other passengers will NOT be nice to you.
Airline Security: Security practices can change suddenly, even from the time you leave your front door to the time you arrive at the airport. When a sudden clamp down occurs, an airport can decide that NO hand luggage/carry ons (I mean it -- none, and that includes a woman's purse, an unopened bottle of water you bought at the airport, an iPod, a cell phone, a laptop, even a book). So make sure your hand luggage could survive if it had to be checked, because there's always a slight possibility that it might have to be. As these sudden security changes happen primarily in the UK, my advice: if flying through the UK means saving just a few hundred dollars, forget it: fly to somewhere on the European mainland. And if you find out about such a sudden clamp down well before your flight, consider paying the penalty fee and moving your flight to a later day when the sudden, stricter restrictions will be eased back (usually).
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