Also, depends on where you intend to consume.

For instance, most Hampton Inns I have been at don't mind if you have a beer can at their pool. However, I was just at the HI Ocean City, and since they have their own pool-side bar/restaurant, they had a sign indicating no personal alcohol could be consumed on the pool deck or on the 1st floor (public areas) of the hotel.

In your room, don't ask, don't tell.