That depends very much on the country you're visiting, I think. I'm kind of torn on that subject because I don't think it would be respectful if I wore something that belongs to their religion. Of course I would wear it if I was visiting a mosque, that goes without saying But if the locals thought it would be more respectful to wear it then of course. I just don't know if they would, they probably respect my religion as much as I respect theirs.#487 post really is an awesome pic.
In Middle East, most foreigners do wear hijab to blend in and out of respect for the local culture. And I think its something very modest and stylish in itself, just think of it as yet another accessory.
I think we have a thread on this subject in Personal Style.
I'm going to Turkey in August and I probably won't wear a hijab except at the Mosque, it would just be odd I think.