I highly recommend everyone sign up for this US gov program. You basically are telling them when and where you will be traveling . That way if there are gov conflict or terrorist issues they will send you updates and they know where citizens are in case of an emergency.
We are leaving for Spain in a few hours and I signed us up for the State Department's STEP program. I don't anticipate any problems, not even in Barcelona, but I wanted the additional peace of mind for ourselves and our stateside family.
Generally we don't provide our data when traveling to Europe, but always use STEP when going to South America where governments are less stable.