... and for me, it's a cash and carry world. I've always tried to avoid charging things back to my room, if only for the very reason you mentioned: I don't want to wind up spending more than I think, and get home to find out that the vacation I thought I'd spent an acceptable amount of money on had really cost me not only an arm and a leg, but a few other extremeties as well!
I have, when using someone else's card, not really had much difficulty charging stuff, especially to Visa, Discover.. you know, the big players. But really, my best advice is to go cash all the way... I generally set myself a very specific daily budget (which includes everything, from shopping to food and drinks, whatever). Then, at the end of the trip, I allow myself to splurge with whatever's left (how optimistic of me to assume there WILL be anything left).
Richard