If I only use hotel ethernet connections rather than wireless would that reduce any risk
Yes, to a considerable degree. wirelless communications are out in the open for anyone to intercept. Wired would have to be an inside job by hotel employees... not a common thing fortunately.

A sandbox would be useful if you were downloading/opening files from unknown sources.

VPN.. virtual private network... probably not convenient if your moving from one hotel to another and have various sites to connect to. Would be more useful if you wanted to set one up to your permanent workplace.

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