Depending on why you need a transcript and what school you attended, there may be significant restrictions governing when and how you can request transcript and how they must be delivered.
If you need your transcripts when applying for jobs in your home country, it probably doesn't matter if you carry a copy with you or have your school send it to your prospective employer. Even copies that are not sealed and sent by the school should be good enough for employment purposes. There is usually no charge for these transcripts
If you are going to use your transcripts in order to get into a school somewhere, you will probably need an official transcript - one that is sealed by the school you attended and mailed directly to the school to which you are applying. Many schools will charge a small fee-often $5-for this service. Fees for mailing transcripts outside of North America may be higher.
Some schools may require that you submit requests for transcripts in person-this is usually done to prevent someone from illegally getting a copy of your transcripts-while others will accept requests by mail if you can verify your identity. If your school requires that you request transcripts in person, be sure to request enough before you leave the country to cover all of your needs.
Schools have different policies regarding transcripts, so be sure to check with your school's registrar about the details.