If I ever bring a laptop to a hotel with ethernet, I'm bringing a NAT router/firewall box along too, to isolate me from the rest of that LAN.
You're probably fine with Zone Alarm and a current AV program. I already haul way too much stuff around when I travel.

Of course, if everyone used Zone Alarm and a current AV program (or if Microsoft built a decent OS), we wouldn't need this discussion.

-jk