Don't get carried away by the title to this post - no conference venue is going to have good physical security by it's very nature of allowing admission to members of the public and the shear scale - most important the impact of a security violation at such a location is generally very low as the information is all public anyway.
The security team at Amsterdam's RAI centre don't take any nonesense - particularly if you try to get into the speaker room without the appropriate credentials. I normally get very frustrated at how poor the physical security is at conferences and how much trust the attendees (and speakers!) place in it.
Physical security is often overlooked in many events and offices. Just look at this:
Matt> This year's TechEd EMEA was the ONLY public conference I've been to that had ANY kind of physical security!