Help! Childproofing

So our 3 year old is a tall kid, he's already in a boys medium for clothing. Recently he's figured out those plastic door knob covers and we're concerned that he may wander outside during the night while we're sleeping. We're looking for suggestions on ways to childproof or alarm the doors without drilling holes, paying a fortune for a home alarm system, or using something that could be a safety hazard in event of a fire.