Preview travel gives these tips:

Hotel
$1 per bag for a bellman carrying luggage
$1 to $2 for a doorman hailing a taxi
$1 to $2 a day for a housekeeper (to be left on the dresser at the end of your stay)
$5 to $25 for a concierge who makes your dinner or show reservations

Parking/Taxi
$1 to $2 for a parking valet when the car is retrieved
$1 to $2 for a taxi-cab driver for short routes

Restaurant/Room Service
15 to 20 percent of the check for a restaurant waiter
10 to 15 percent of the check for a room-service waiter (if not already included in check)
10 to 15 percent of the tab for a bartender

Miscellaneous
$1 per bag for an airport baggage handler
$1 per coat for a coatroom attendant
10 to 15 percent of the bill for a hair stylist/barber