I will be taking my Yorkie and toy poodle with me when I have to stay at a hotel for job training. I'll either buy a roomy nylon crate for them (the one with lots of mesh on it), or I'll take my doggy gate and gate them in the bathroom with their toys, etc...My biggest fear would be that if I didn't do this and left them loose they would sneak out the door.
Definitely let the hotel manager know they're there. Many hotels that allow pets are very accomodating.