I've done this many times. I usually say

Hotel
Hotel address
ATTN: mecabq (checking in XX/XX, conf. no. ZZZZZZZZ)

But this is probably overkill. Never had a significant problem.

I stayed at the AC Gava Mar in Barcelona recently, and when I checked in they said there was no record of a package having been delivered for me (a good hotel would make a note in the reservation). When I insisted, the lady looked around the front desk area and my FedEx envelope was buried under a stack of documents strewn about. This didn't give me a lot of confidence, but it worked out fine in the end.