"Laugh—it's a game," says world-traveling filmmaker Karin Muller. "Even if you get taken, don't take it too seriously. I mean, if you really want something, buy it." In other words, you may spend a few grand on a trip—why fret over a few bucks for a souvenir?

Get in the ballpark, pricewise, by asking a local what the real going price is for the object. Next, when you approach the person selling what you want, offer a bit less. "Then I go back and forth and keep smiling. I make up stories like, 'It's for my sister who's about to get married.' Ultimately, I'll pay a little bit more than the price we agree upon. It then becomes an exchange of gifts, and I've made a friend."