A poster here a few years ago traveled with a shower head. He'd take out a wrench, unscrew the hotel shower head and "personalize" the shower with his own. (Not a good idea, IMHO)

For me, I spin the TV around and plug in a roku stick. Sometimes this means unplugging the hotel cable box. I travel with Samsung, Phillips and Pioneer remotes so I have a button to select "HDMI 1" as the input source and sometimes the TV volume doesn't work from the hotel remote with alternate input sources selected.

And I bring my pillow from home.