To the OP....
The really big thing to do is to turn off "File Sharing" (and all the other "sharing" options) in the Sharing pane in Preferences. I think you'll find that 99% of the people sniffing around are just bored and curious fellow hotel residents. When I'm using a hotel's WiFi I always check my "shared" sidebar in the Finder to see who else is on the network. Its frightening how many people have all their folders and files "shared" to the world.
Don't store anything in the Public and Shared folders on your MBA that you don't want to share with the world. It's too easy to forget that you've left the File Sharing option on. If you do happen to do some File Sharing, just remember to clear the folders before you travel, so if you forget to turn off File Sharing (or if you need to use this handy function) you haven't left anything in the Public or Sharing folders that shouldn't be shared. Its just a case of good habits. You can also set up Gmail and other email connections to use HTTPS (My understanding is that HTTPS connections are encrypted, HTTP not so much).
I'm not an IT pro, just someone who has done some reading about travelling with a laptop. Do you set the MBA to require a password when waking or when it has gone to screen saver?
Good luck