I do the thing of leaving the DND sign on the door whether I'm in the room or not. Security chains are useless. Anyone over 4 years old can break them. The latch that folds back around the door is much stronger, but even that can be broken. If you're really concerned about safety while you're in the room, put one of these in your bag when you travel.
http://www.lowes.com/pd_202346-382-2...ontent=Default