While there seems to be a heightened sense that Westerners are especially exposed to terrorism traveling these days, the fact is the biggest killer of Americans while traveling is the automobile accident.
According to the State Department automobile accidents caused the biggest number of non-natural, non-combat deaths of Americans abroad, accounting for nearly a third of the more than 2,000 cases reported to the State Department between 2004 and 2006.
Especially dangerous places to drive include Qatar, Tunisia, and Egypt. Although I've personnally witnessed Americans having particular problems driving and walking amongst unfamiliar traffic patterns in the U.K. and Ireland.
After traffic accidents the next leading causes of U.S. civilian deaths are assaults, suicides and drownings.