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Even if flames are not present, thick smoke can kill you, so unless your room is on fire or also filled with heavy smoke, you're probably better off staying inside.  If there is smoke present in the room, open the windows and turn on the bathroom vent if available. Place wet towels at the bottom of the door and around any other cracks around the doorway.  The wet towels will help keep smoke out of the room.  Fill the bathtub with water. Use an ice bucket, trashcan, or suitcase to throw water onto the door or any other hot surface or spot fire in the room.  If you have a fire extinguisher in the room, or if you're able to safely get one from the hallway, keep it close at hand and be ready to use it. Create a mask by wetting a towel or article of clothing and tying it around your nose and mouth. Remember, smoke inhalation is deadly and most fire fatalities are caused by smoke or toxic gas inhalation.  Do all you can to minimize the amount of smoke you're exposed to. If you have a ground-floor room, you can probably just climb out the window to safety. Remember you should not attempt to jump from higher than two stories unless your life is imminently threatened. You should also not jump if you can see dangerous obstructions below your window, or if there is a fire outside your window. If the conditions are right, and you are certain that you can not easily or safely exit the building through the halls, do not hesitate to use the window. Otherwise, wait as long as possible for rescuers to come before jumping from a window. If fire or smoke is present outside your window, close the window, tear down the curtains or drapes and move combustible objects away from the window. Bring your key(s), flashlight and moist-cloth mask with you. Close your room door behind you.  Closing the door will help to keep smoke out of the room, which could save your life if you need to return to the room.  Stay low. If even the slightest amount of smoke is present, or if it is dark and you can not tell if smoke is present, crawl in the hallway. It's important to understand that while the air may be reasonably safe to breathe near the floor, one breath of the toxic air that may be lurking higher up could incapacitate, and eventually kill you. There can also be substantial temperature differences in just a few vertical feet. You may not be able to tell if the air above you is poisonous or superheated until you have already breathed it in.  By then it could be too late. Stay low.  Stay near the wall as you make your way through the hall. The wall can be your guide down the hallway, so try to keep in contact with it. In addition, other hotel guests may be running down the hall and you're more likely to get trampled if you're in the middle of the path. If you've planned your escape route when you checked in, you should know how many doors you have to pass and you'll be able to find the exit even if you can't see a thing. Use the handrail to guide you and to help you keep your footing. If heavy smoke chokes the stairwell, you have no choice but to get to another exit or go back to your room. Do not try to rush through the smoke unless your return route is blocked. The smoke will probably be extremely toxic and you don't know what you will run into further down the stairs.  If egress is impossible, go back to your room or up to the rooftop exit. If you find that flames or heavy smoke block your way after you have traveled down the stairwell, you can either try to get back to your room or get to the rooftop exit, if one is available. Not all stairwells have a rooftop exit, and even if you can get to the roof, be aware that the fire department may not have a ladder truck or helicopter readily available to reach you. What's more, the exit to the roof may be locked.  If you checked it out earlier, you should know whether an exit is available. If you're not sure, try to make it back to your room, where you can either wait for rescuers or attempt to jump from the window. If you are locked in the stairwell, or if the path to your room is unsafe, hope that you can get out on the roof. Once there, close the door behind you to avoid creating a chimney effect that will draw fire and smoke upward more rapidly. Await rescuers on the windward side of the roof.  Try to signal firefighters and wait for help to come. Even if you feel fine once you escape, you could be injured or you may suffer complications from smoke inhalation or burns. After the adrenaline-pumping experience you've just been through, you may not even notice a potentially life-threatening injury.
Stay in your room if the fire is in the hall blocking the exits, or if the hall is filled with heavy smoke. Climb out the window and jump if it is safe. Head to the nearest exit if the hallway appears safe. Count the doors to the exit and stay on the same side of the hall as the exit. Take the stairs to exit the building unless the stairwell is filled with smoke. Get medical attention promptly.