Assuming that I'm staying somewhere centrally located, my usual MO in Europe is to go to my hotel first (I'll call a day or two before and mention that I'm arriving on the redeye from the states)--if my room's ready, great--I can shower and clean up. If not, I grab what I need and check my bags with the bellstand before heaidng out for a 4-5 hour exploration of something close, easy, and not to exhausting before returning to the hotel to check in and clean up before dinner. Works every time.