Go to Sleep
And that's not even taking jet lag or time zones into account. That doesn't mean you can't stay out late at all — as with everything, practice moderation. I use a 'one in four' rule.
Staying up too late more than one out of every four nights will usually wreck my day/night rhythm, and I'm back to square one, trying to figure out how to sleep properly again. If going to bed at the same time you do at home is too unrealistic, set a bedtime for the duration of your vacation and stick to it as much as possible.
Make a Budget
Most of us have at some point spent far more money than we had or should have spent. And it's not just when I'm manic — I'm as capable of spending far too much money when I'm depressed as well.
Be careful when you're vacationing. You don't have to take a vow of poverty, but you don't have to burn through all your savings and credit cards, either. Make a budget ahead of time that includes realistic estimates for food and other necessities, as well as a reasonable amount of spending money.
If you feel you need an emergency fund, try a prepaid credit card. This will allow you to have a little extra nest egg in case money, tickets or credit cards are stolen or lost, but won't leave staring into a bottomless pit of spending potential if the urge to go a little wild strikes.
Sometimes a meal might consist of a couple of granola bars from your backpack or a hurried burger at a fast-food joint, but do your best to eat well. Healthy eating is an important key to a healthy mind.
Eating regularly also plays an integral part — if you're skipping meals or eating at drastically different times every day, it's not going to make you feel any healthier or happier. Take care of your body — you deserve it. Stay hydrated and try not to fall into the vacation trap of drinking a lot of alcohol.
Expect the Unexpected
Stuff happens while you're on vacation that you could never prepare or plan for even on your best day. A purse is forgotten in a taxi, a suitcase is lost by an airline, an unexpected rainstorm catches you without shelter, or that interesting local dish you tried has you running for the bathroom all night.
You can't prevent these kinds of things, and you can only do so much to prepare for them, but doing what you can will help ensure that your vacation goes as smoothly as possible and you stay healthy and happy.
Pack a first-aid kit — band-aids, antiseptic ointment, aspirin or other painkillers, antacids, petroleum jelly, sunburn relief, basic sewing kit, superglue (instant shoe repair!), disposable rain poncho, etc. Be as thorough as possible, and take it with you when you go out on longer excursions.
My partner always teases me about this, but more often than not he's the one who needs whatever is in that little bag (I remind him of this regularly).
If you're flying, spread your belongings out as evenly as possible between your suitcases (don't put all your pants in one bag, for example), and make sure your carry-on contains a change of clothes and a few extra pairs of underwear. This way, if anything is lost or delayed by the airline, you won't be left entirely out in the cold.
Above all, have a great time! You're on vacation, you deserve it, and it's going to be awesome. Making some basic preparations before you leave and having a few little helpers in place for when you arrive will make sure you have the best vacation possible.