Park in a well-lit space near the hotel entrance or your room, and be sure to lock all doors and keep valuables in the trunk and out of sight. If given the option, always ask for a room with an interior entrance. At the front desk, ask that the attendant write your room number down so that no one can hear it, and quickly pocket your key if it has the room number printed on it.
Once inside your room, lock your door with the deadbolt and the chain lock, and familiarize yourself with the fire exits posted on the back of the door. Do not open the door for anyone unless you verify the identity of the person either through the peephole or verbally, even if you are expecting a friend or room service.