All goodies in trunk of the rental car, with the inside trunk release disabled or locked-out if possible.
Renter's or homeowners insurance with a coverage for personal items stolen while traveling.
Traveler's checks for large amounts of money.
If you must leave items at the hotel, place a "do not disturb" sign on the door so that housekeeping stays out. Also, might consider carrying your valuable items disguised in something everyday like a cooler.
I never use the hotel safes -- if you are at a hotel that has a safe in the room, that's the first clue that you might become a victim. I'd seek lodging elsewhere. And I never leave valuables with the front desk for storage in their safe.
The fewer eyes that see your stuff are the fewer people who might considering taking it.
Oh boy I am rambling on here. The "Yelpie" looks like a neat product, but I'll buy a $5 cooler and keep the other $70. <img src="/images/graemlins/smile.gif" alt="" />