That's exactly what Manchester United did in 1999 when the newly-crowned FA Cup, Premier League and Champions League winners travelled Down Under to begin pre-season preparations.
The Reds played matches in Melbourne and Sydney (both against the Australia national team) in front of packed stadiums and were lucky enough to see some of the country's most beautiful sights, including Sydney Harbour.
You can browse a gallery of images taken on that tour by club photographer John Peters. Images featuring the team in the red kit are from United's game at the Melbourne Cricket Ground (won 2-0), while the white kit was used for the match at Stadium Australia (won 1-0, now called ANZ Stadium and the venue where Sir Alex's men will play on Tour 2013, presented by Aon).
Let's hope the Reds go there next summer with a similar trophy haul in the bag...