I always smile and tell them that "If I can schlepp all this stuff from Anchorage to D.C. on my own, I can surely manage the last few feet to my room as well".
A good (for lack of a better word) servant, should be available for assistance when one needs it, but not pushy when one is fine on one's own. I resent hotel staff grabbing my bags out of my hands and simply won't relinquish them.
I am an old woman and perfectly capable of determining when I need help quite well enough on my own. Thank you very much!