Desk clerks should never say your room number aloud when you check in. If your room number is announced when others are present you have a right to ask for a different room.
If you are traveling alone or with young children and feel uncomfortable walking to your room, ask the front desk to provide an escort from the hotel staff.
If you haven't requested room service or assistance from housekeeping and someone knocks on your door claiming to be hotel staff contact the front desk and verify it is their staff prior to opening the door.
Memorize where elevators and emergency exits are on your floor.
Keep hotel room windows and doors locked and blinds/drapes closed.
If you are concerned about being spied on through the peephole of your door - cover it with removable duct tape.