If it's a suite with a separate living and bedroom (with a door between them), I usually prefer that. My top preference is a place like Homewood Suites or some rooms at Element Hotels, where you have a small apartment with a kitchen.

The only downside to a suite or apartment-style room is that if you need to step outside, you have to tiptoe through the living room to leave after bedtime, if you put your kids to sleep in there. Also, you may want to check the layouts of the rooms to make sure the bathroom is off of the bedroom and not the living room for the same reason. It is in every Homewood Suites we've stayed at.

Another nice thing about Homewood Suites is that they feed you both breakfast and dinner, and for a family of four, that is a nontrivial amount included in the rate. Also, there is usually a laundry on-site.

OTOH... Benefits to connecting rooms would be two separate entrances, an extra bathroom, actual beds instead of a pull-out or rollaway, and possibly a little more privacy between the two rooms.