Like GenevaFlyer, I try not to have to rely on a wake-up call, especially if I have to go through reception (or similar) to book it. I often set my mobile phone alarm, turn the phone off and program it to come on with the alarm; if I'm away for any sort of extended period I usually have my little alarm clock with me.
And also like GenevaFlyer, if there's a clock radio etc in the room, I try to remember to check that the alarm isn't set — it's not fun being woken up by the previous occupant's 4.45am alarm setting when you were counting on sleeping through to a more civilised hour!