I've been doing this drill ever since I was 19 years old:

-show up at the hotel
-drink the beer from the minibar
-replace it the next day

The thing is, hotels seem to be very good at stocking products that are virtually impossible to find locally... I went to three different grocery stores in Guangzhou last year in order to procure some random breed of Tsingtao that wasn't sold there. I wasted an hour of my time in the process, and ended buying normal Tsingtao (green bottle) in the end, and the hotel didn't care.

Moving on, I just checked out of a hotel, and replaced their Carlsberg with "Carlsberg Chill". In the end, they were cool with it, but I wasted my time/energy in order pull this off.

The short of it is that Coke/Sprite are easy, Tsingtao isn't that hard, but those small bottles of champagne are almost impossible (i.e. you're better off spending $30 on them than trying to hunt for them in a grocery stores).