For electronics you will be fine with a plug adapter. Anything with a motor or heater will need a transformer (like a hair drier)...and most "travel" transformers won't handle the current of a hair drier anyway. Are you staying in a hotel? Most hotels will have hair driers in the room so you don't need to bring your own. Straighteners/curling irons are a different story though...you need a transformer for them too but hotels usually don't have them...
ETA: sorry, just realized your hair drier says it's good to 250V. In that case it should be fine with just a plug adapter. Most of Southern Europe uses the same two-pin plug style, and you should be able to pick up a converter in a drug store or target or wherever. If you have iDevices (iPhone, iPad,etc) then Apple's travel adapter kit is really good...a little expensive maybe,but awesome if you travel a lot...and it's good for anything that charges via USB (it's just a plug-to-USB adapter really, and you plug your own USB cable into it). We travel a lot and it's great.
Make sure there isn't a dial on the hair dryer you need to turn before you plug it in. My has one. It is plastic and you use a coin to switch it. One side says 150v the other 250v.