The first thing one should never do is order hotel room service at any hotel worldwide, unless the hotel policy explicitly states it is free and no gratuity is expected. Besides being charged around an 18-20% gratuity on top of the already high prices, the food is usually mediocre at best and disgusting at worst. Same goes for hotel minibars and water bottles.

As for delivery, it is almost expensive by default. Just like hotel food, one is paying for the convenience of having the food brought to them with no effort on their part. I understand you want to have the best of both worlds, cheap and great - tasting, but the reality is that it is difficult to have it both ways. Not saying such establishments don't exist, but you'll have to do research on TripAdvisor or Yelp to see if you can find what you are looking for. What one person defines as "great tasting" may be "totally disgusting" to another.

-LPDAL