The last thing you want is to find yourself overseas, unable to get cash or pay for anything because all of your cards have been frozen.
A week or so before you're slated to leave, contact each of your banks and credit card companies (for the cards you plan to take) via phone or an online form to let them know you'll be traveling out of the country. They'll ask for your travel dates and the countries you plan to visit.
Note: This is slowly becoming less of a pre-departure requirement with the advent of micro-chipped charge cards that, purportedly, offer a higher level of security. As such, some credit card companies are no longer requiring travel notices, but for now, you should still contact each of them to be on the safe side.