Sean H,
Whilst 'Bug-smasher B' is quite right about credit cards, may I just add something about Amex. They had a deal on a few months ago whereby you go into a travel agent and get one of their debit-type cards. If you placed £500 on the card they gave you a $100 free (I think that was the amount).
The card is meant to take over from travellers cheques, can be used in shops/restaurants (that accept AE) and ATM machines.
Just a thought.