I don't know how much good it does, but I always try to prop a chair or something against the door. Not to prevent the door from opening, but to make some noise if it does.

I know that, in at least one instance, if you flip the little dohicky over that prevents the door from opening all the way, not even hotel security can get in. One night I was woke up by pounding on the door. I figured the guy was drunk and tried to go back to sleep. Soon, I heard a walkie talkie and a security guy calling for a locksmith. :-) The hotel had checked me in, then given my room away to another guest a few hours later. They were standing outside waiting for security to open the door. :-) What's scary is that, if I hadn't double locked the door, they would have just walked right on in. With a valid electronic key.

Oh, and one last story... Several years ago, on a family vacation, we were robbed with my Dad in the room, asleep. He wasn't feeling well, and had gone back to the room to take a nap. We were down at the pool. Dad heard someone but thought we'd returned. When we really did return, Mom's purse, Dad's wallet and keys, cameras, etc. were all missing.

I still stay at hotels. But they aren't your house or your apartment. You should treat them as you would any other urban environment. Low profile, situational awareness, healthy dose of paranoia, etc.