I have my playpen because in the winter I can't use the conservatory (too cold) and it is the only room that is 100% hamster proof.
Also, because of the chronic illness I have I could not be chasing after Luna in a big area. My solution after many try's ( i will link below to my playlist on run ideas on YouTube)was a big plastic storage box on wheels, so it can be easily moved around and it lives at the end of my bed. This is also where i can put Luna and her house when I am cleaning her cage out, and she can just go back to sleep. She doesn't wake up till late so I can't be cleaning her out late at night.
You could also section off an area with some cardboard or something else, that you can just slide away. I can do this in my bedroom, but she eventually chews the cardboard and I have to replace it.
https://www.youtube.com/playlist?lis...nMw9Ro6wJO-zmU
It's basically just an area that you can set up a few different toys etc and let your hamster run around in a safe and secure place - especially if you can't make your whole room safe and secure.