The question doesn't say which countries are visited, so I'll start with the assumption that most of the overseas systems visite by this inquirer are GSM systems.
1)The first thing to note is that GSM systems are inherently well encrypted. As long as the phone is in digital mode, and not operating on an older, analog system, the call is essentially secure from all but phone company and government eavesdroppers. The same is true for the other digital technologies, but if you're roaming on an analog system, you're not secure at all.
2) Inter-system traffic is often converted to various standardized formats: analog, T1, E1, J1, etc. This means that, even though the call is safe from casual eavesdropping at the air interface, it's still subject to monitoring within the telco carrier's system.
3) If espionage, either corporate or governmental, is a real concern, then the real cure is one of voice technology's oldest: an analog scrambler. These devices, which date back to at least WWII, garble the audio before it's ever placed on the phone line. It isn't part of the phone system, you have to carry it with you, and it would be difficult to interface with the microphone input of a modern cell phone.