Stop and Learn
I work with students who have emotional disabilities, autism, or mental retardation and their teachers to develop ways to include the students in mainstream classes. One of my elementary schools has no doors on the classrooms. As you can imagine, this creates a huge problem with students who wander or who are runners. Although the following may sound like I've lost my marbles, it works.
Using heavyweight tag board, I made a huge STOP sign and then laminated it. We used masking tape to secure it on the floor where the door should be. We then taught the students to stop at the stop sign -- just as their parents do when they're driving -- and to get permission from an adult before leaving the room. It worked! Quite literally, no student has left the room without permission since we put the stop sign down!