I consistently pre-order stuff online and have them ship direct to the hotel. On the address I mention when I am checking in and the booking reference I have with the booking agent. it save me tonnes of time instead of walking in shopping centre hunting of stuff, I just arrive and collect the items.

When ordering online I normally have them delivery on the day (or one day before if its weekend) so boxes are waiting for me at reception.

I have always do it in both business hotel (for small packages) and normal hotel (last time I have 6 boxes waiting for me at reception .....). I usually check the hotel website FAQ before I ship the items over.