Travel is best with a few rough edges. I once suffered through an all-night stint on the blistered, black vinyl floor of a Yugoslavian train in order to wake up in Sofia, Bulgaria. When I stumbled out of that station into a blue, new Bulgarian day, just being off the train made Sofia a thrilling destination.

There are still plenty of people traveling in Europe on the cheap. The one thing they have in common (apart from B.O.) is frugality. If even low-budget pensions and hostels are...