I very much dislike connecting doors as well. Most of the time they are standard interior-type doors as opposed to soundproof models.
I put up with it if:
- staying a single night
- room next door seems empty
- neighbor(s) is quiet
- door is reasonably soundproof and secure
I once was given the living room half of a very nice suite at an old European hotel, and forcefully opened the door to what I thought was my bedroom (loose old door fitted with a poor lock), much to the displeasure of the couple within

. Exchanged my luxurious living room for the last room available, which was one third the size but had a bed...
Edited to add: I will absolutely request a room change if I can smell smokers next door

. Complaining about hotel design here, not smokers.
[This message has been edited by monahos (edited 11-10-2002).]