Let me start by setting the scene: your jerk roommate is in his/her room asleep or otherwise not paying attention; their door is closed. You are about to exact revenge with ninja stealth.
Step 1: Lock Without a Key
Start by pushing in the door near the top. Slide several pennies into the crack between the door and the jamb molding about 18" above the handle. Repeat process below the handle. Keep adding pennies equally to the top and bottom until you can't squeeze another one in.