You know, really, unless you're unlucky or rich, or probably both, you're pretty safe.
My policy is to never do anything in a hotel. I have auto billpay on everything and my on-line checking check-writing and wire features are disabled at the bank, so I can check my balance, whoopee.
Of course, it's a lot cheaper to intercept your cell phone or tap the PBX than it is to snoop your wifi and keylog you. When was the last time you gave someone one your credit card number?