Ah, travel visas. They may trap you in stuffy embassies for hours on end or have you jumping like a circus poodle through a series of torturous hoops, but when you're sailing through that customs queue it's all worth it. And hey, lots of travel visas are pretty good lookin' - they can make your passport into something of a work of art.
The first step is to find out whether you need a travel visa or not. If you do, how does your destination like to serve it up? There are two ways of getting travel visas: you can get them from the country's local consulate before you go, or in the country upon entry. Do your research - it's no fun to turn up at a border expecting to be able to breeze through it only to find you were required to apply three months ago at the time of the full moon. And make sure you find out what your visa will cost - some can blow your budget nicely.
There are essentially five types of visa (but each can have varying categories such as length of stay, and single or multiple entry). They are transit, tourist, business, student and working-holiday visas. The ones you're most likely to be interested in are tourist, student or working-holiday visas.
Of course, if you have an EU passport, you're in a different position. You can go anywhere within the EEA (the EU plus Iceland, Liechtenstein, Norway and Switzerland). There's also the Schengen Area, a common border and visa area for some but not all EU countries. Applications for these visas should be made at the embassy or consulate of the country you will be visiting. Confused? Start from the top down: work out where you're going and check the individual country's entry requirements. If all else fails, there's always the Thorn Tree, where helpful travellers will have heard your visa question - and loads of other types of question - before, and be able to offer specific advice.
Don't laugh hysterically at immigration staff in Finland, even if their name tag might mean something else in English, like Mr Anti Virus.