Are they limiting the bandwidth (it's slow), or blocking certain addresses outright? Blocking websites because they cause people to use the internet service included with your stay doesn't seem right to me.

It sounds like you need a service like hotspotvpn which encrypts and tunnels your traffic until it's well outside of the hotel's network.

Hotels aren't exactly known for secure networks anyway, and a vpn service is primarily there to protect your traffic from other guests or the hotel itself from snooping on your usage, but routing all of your traffic through a 3rd party service would fix your filter problem too.