Fire Sheep, a Firefox add-on, demonstrates that it is simple for others to hijack your session if you are using unencrypted open wi-fi. There are two solutions
1) Use a browser add-on like HTTPS Everywhere. It automatically routes you to an encrypted https connection rather than http for sites like Twitter, Facebook, Google, and many more.
2) Use a VPN (Virtual Private Network). It provides security when using open wi-fi. Prices start at about $5 a month.
HTTPS Everywhere is from EFF and thus totally trustworthy, but is for Firefox only. Please post any plugins you know of for other browsers. Ditto for any VPNs that you use.