There are several threads on travel routers, but I didn't see this one mentioned, and it's worked really well for me.

ZyXEL MWR211 802.11n Battery Powered Mobile Wireless Router
http://amzn.to/KeQ9PT

This travel router ($43) has worked extremely well on 4 trips now. My iPad, iPhone + all of my laptops from antique model to new have been able to connect.

I simply plug it into the hotel's ethernet and then find the access point on my device. (I set up security when I first got it; I believe I used WPA2)

Much faster than hotel wireless in each case.

I debated not using it last time just because I was so dead tired that simply getting it out and plugging it in seemed like too much. But the slow speeds were just too annoying so I did. Works OK w/ my vpn.

I considered the similar model that was not battery powered ($28) but figured the battery option might be a good one, even though I probably would never use it.

Of course, on my very next trip I needed the battery option! (In my otherwise excellent room at the Venetian in Las Vegas, ALL outlets were taken near the desk. They wanted to charge something like $20 / day for it + a delivery fee for a power strip. @ 9 days > $200 for a power outlet...I declined.)

Only glitch was when I left the ethernet cable to the side of my suitcase back home and the room didn't have one.