Always lock the door and apply the safety bolt provided. Rooms with electronic card-entry systems are actually safer than rooms whose doors open with keys, which are easily copied by thieves. For added safety in rooms with old fashioned key entry, you can purchase a portable device that fits under the doorknob and braces itself against the floor, making it impossible to open the door.
When planning to get together with new acquaintances, ask them to meet you in a public area of the hotel, such as the bar, restaurant, or lobby, rather than at your room.