• Once you've checked into the hotel, use the safe or safety deposit box. "The hardest part is getting people to utilize them," Brauner says. "We advertise that we have them, but then people don't use them, and that's where things can go wrong."
• Know the hotel's policy if something should happen to your jewelry. In most U.S. states, an innkeeper is not liable for hotel losses, unless they are the direct result of the hotel's negligence. For example, if a hotel employee is caught stealing it.

The insurance agent

If you own fine jewelry, you probably have insurance to cover it. But does that insurance apply when you are traveling? That's the question I asked Thomas Trask, owner of Dennis Insurance Agency in Lutz, Fla.

He said you first need to ensure that you are insured. "A standard homeowner's policy will not cover jewelry for disappearance, and it will only cover theft of jewelry up to $1,000," Trask said.

The key is to purchase a rider to your homeowner's policy or a separate policy to cover jewelry. Either one will cover your jewelry for theft, disappearance or other mishaps, including losing a stone from a setting or the old familiar dropping of your wedding ring down a garbage disposal.

Now you will need to be sure that you are following your specific policy's rules for travel, and Trask said to check with your agent about that. Most standard policies will cover you for travel anywhere, but some might require that certain items be kept in a safe when you are not wearing them. And, if we're talking about Harry Winston, red carpet-level jewels, your policy may limit exactly how much jewelry you can travel with.

And Trask, like Brauner, said it's probably best to leave the heirlooms at home. "There is no way to insure sentimental value," Trask said. "That ring that your grandmother gave you can only be insured for an appraised value," and it probably means more to you than that.