I have a nice big double door closet in my kind of computer/general hobby room. I hung some proper exterior solid core doors and installed a decent lockset on one door, and a reasonably sturdy bolt latch on the inside of the other (with a metal plate and 4 inch hardened screws). I even went to the bother of installing hinge pins because the doors swing out (obviously).
It actually doesn't look as out of place as it sounds. The bolt and hinge pins are completely hidden, a door is indistinguishable from a regular interior one, and the fact that there is a keyhole above the handle doesn't really stand out.
This is all of course completely overkill, I've had lots of people over, and no one has even so much as expressed an interest in the closet. I just take a certain comfort in knowing it would be easier to go through the wall than through that door.
As to the rest, I usually order a few cases at a time, which as someone who only plays occasionally, lasts a long damn time. I also have a lot of other toys in there though.