I tend to get upgrades at HIEs - larger corner rooms. I tend to pay for these due to price vs. points. In many cities, the rewards nights are 15-25,000 pts, and the cost can be below $70.
Most HIs do not have a club room. The norm for me is a drink coupon and (often) an upgraded room.
At CPs, there is normally a charge for internet in the room. Sometimes, I get this free and/or a room upgrade. Other times, just a drink coupon. However, a few CPs have treated my very well. At CP London The City, where I've stayed twice on points, I was upgraded to the Club floor both times. Free internet, breakfast, drinks and hors deuvres at night. The really treat Platinums well. I also got upgrade to the Presidential Suite at the CP Alexandria, VA. They also give free internet and parking to PMs.
I guess to make my long story short, it varies quite a bit. And I tend to use my points at the higher end properties and pay at the lower end.