It depends on what kind of day I've had and if I have had time to exercise. If it was a busy day I'll grab something (usually not room service) take-out from a local restaurant and eat it in the room.
Otherwise I'll eat at the bar of a local restaurant. They usually have sports on. The only thing I dislike are chatty bartenders. I don't like having the same "what are you doing in X city" 100 times a week.