I always traveled with a plastic hotel laundry bag to keep my dirty clothes in (regardless of whether I planned on letting the hotel do them, a laundromat, or just dealing with it when I got home). That way, I knew what was clean and what wasn't.

Better than plastic, though, was the cotton laundry bags at the Sheraton River Orchid in Bangkok. They had the typical "for your use here; call housekeeping if you want to purchase" note on them; when I found out they were ~$1 each my traveling partner and I both said "Put it on my bill!"