Jefffery Goldberg's tips on How to Stay Alive in a Terrorized Hotel include yet another reason to opt for room service:
2) If you can't help but stay at a behemoth, order room service whenever possible. This minimizes your exposure to restaurants located off the lobby. Obviously, the lobby is the most dangerous place in a hotel; it is akin to the security lines at American airports, which are prime targets for suicide bombers precisely because they're entirely insecure.
One of his other interesting tips is to make plans to both escape from your room and to survive a siege if necessary. The former is rather obvious advice, the latter isn't, but in light of recent events it seems a very wise course of action to follow.