I'm glad when it's free, but at most big hotels I'm used to paying $5 a package. I frequently get as many as 4-5 items delivered to the hotel whenever I stay in the usa... usually I put my name + "checkin mm/dd", followed by a "c/o hotel name" underneath and have never had a problem.

Recently the W Atlanta received my 3 regular mail packages at no charge, and my one UPS signature required package for $5.