I had a friend who just got married and had the same debate. She was going on a honeymoon to a place where she was afraid about being mugged for her ring.
However she decided to take it, wedding band and just simple everyday jewelery. When she and her husband got home they had been robbed and every single item of her extensive jewelery collection was gone. In other words she was extremely glad she had decided to take it with her or it would have been gone also.
i wore mine on my honeymoon....and went snorkeling with my hand in a fist to make sure my e-ring wasn't going anywhere! my fingers tend to change size a lot, so they shrink in cold water, and no way was i letting it slip off my fingers! the only time it was a pain was when applying sunscreen - i hate getting stuff all over it!