For certain destinations it is recommended or even necessary to get certain immunizations (malaria, yellow fever, hepatitis). Even if you have health insurance many health care provider don’t cover the cost or only cover a small portion of it. Depending on what vaccinations you need an how long your trip is it can add up to several hundred dollars. I myself made some good experience with Kaiser Permanente as they seemed to cover most of the cost.
If your health care provider only covers a small portion or if you don’t have health care insurance you should definitely shop around. You can easily save $100 and more. Look for private travel clinics or check with your city and county health department since they typically provide travel vaccinations.
A good place to start your research what vaccinations are recommended for your destination is http://wwwnc.cdc.gov/travel/ .