For me it tends to be hotels, good 4 or 5 star standard, I like white bed linens, a certain degree of anonymity, good and plentiful towels, cleanness, a spotless soaking tub, etc. Every so often I relent and let a friend talk me into 'different' accommodation (e.g. a place with 'character' in Quebec). I usually regret it.

I also splurge on room service from time to time (not all the time, as I do like getting out and about) but some nights it is just the right thing to do, service charge, tip and gratuities (in 3 separate places) be damned!

The other thing I have started doing to paying more for quality tours - e.g. earlier this year I wanted to visit a couple of very touristy places while on vacation. I could have done the 50 person bus tour very cheaply, and seen pretty much the same things. Instead I hired a private driver, at a cost several times higher - I prefer being on my own schedule, not having to listen to other people, and the ability to customize things at the drop of a hat 'rain, oh well, let's reverse the order of these two things and hope it dries up' type idea.