If I'm paying for a stay myself, I usually check in using my corporate card (no limit) but then stop at the front desk the last day and give them my Marriott Premier Visa. For some reason, I'd rather the hold be on the company card. There has never been an issue switching cards.

With that said, if you are at any hotel where you have not previously used a Gift Card, it would probably be a good idea to let them know at check-in that you will be switching to the Gift Card before leaving. I've had some issues with the Gift Cards in the past, and it's easier for those issues to be addressed during your stay rather than having the issues pop up as you are trying to leave. Even when everything has supposedly been ironed out at earlier, issues have still come up.