I've spent the last seven years travelling over 40 weeks out of the year sometime four cities a week.
I often leave my ThinkPad in my room...... There's only one thing I've found you need to do.
1. Get a Kensington cable lock - If you can't find a piece of furniture in the room that would allow you to use the cable lock in the best manner (No open table legs, etc) then try the closet hanger bar.... in hotels these are usually installed so they can't be removed. I've often taken my laptop and secured it there with the cable lock.
2. Get some mini plastic cable ties. - I use these on my laptop bag. They will clearly show tamper, and I use them mostly on the plane. There have been a growing number of reported thefts on board flights from the overhead bins. I put a tie on the laptop compartment zipper.
I think the majority of name brand hotel staff (Hilton & Marriott brands, Sheraton, Holiday Inn, etc) are essentially honest people. The steps above really just keep honest people.... Honest.
In seven years of over 200 days travel utilization per year and over 1000 individual flights, I've never lost my thinkpad practicing the items above.
As I side note, my ThinkPad also has Computrace installed, and the only real thing I ever lost was one of my power bricks that I forgot to take when I checked out.