I took $2,000 worth of MR cheques with me to Hawaii for my honeymoon last month. Had no problem using them. You do have to present them at checkin where they process them and issue a credit towards your bill. I just made sure that I didn't give them more than I would be able to use.
I used them because I wanted to still get the nights credit towards status and points, too. I also booked villas which I couldn't have gotten with points. So I wound up getting some very nice rooms

for a very small amount of cash.
I did get all my points and nights credit just as if I had paid for the room with cash. I also received credit for the Megabonus promotion.
Just be careful traveling with these. I wrote my name on each check before leaving town and kept them in the safe. They are non-refundable and non-replaceable.