When ordering room service I often find the minibar cheaper than ordering a drink to the room with my meal - I don't drink alcohol often so it is usually a simple cola.
If I am at a hotel for a reasonable period of time I will make a visit to a store nearby (there is one directly opposite my regular hotel in London - for example) and stock up for my stay.
I don't take and replace - as mentioned usually there is a sensor that makes an automatic charge. I've never found myself with enough time to go hunting to replace them and then fuss with the hotel to remove the charge.