Learnt the hard way - keep your tickets and your itinerary separate, make sure the itinerary shows the locator code. If you have the itinerary and the locator they will re-issue the ticket and charge not much. If not, you have to buy a new ticket.
Also learnt the hard way - some airports make you show your ticket (Manila, Mumbai) to get into the terminal building. This is hard with an e-ticket!