On the airlines, the benefits of the various tiers of the programs are fairly rigid and documented. I've never been let down on a published benefit.

In the hotel programs, it seems that there are a number of issues
1) training
2) franchised hotels (an issue you'd really never have with the airlines)
3) ambiguity in the rules.

On training, I've had hotel desk clerks open their procedures manual on more than one occasion to look up a rule. It never hurts to ask politely.

On franchised hotels, it's pretty hard to deal with. I was at the Embassy Suites in Markham (Toronto) a few weeks ago, a franchise, with my HHonors Gold -- didn't get anything (including any credit for the stay, I had to request it).

On ambiguity, there's a lot of it, esp. in HHonors. I just went to look up what kind of late check-out is available with HHonors, since I once asked a Hampton Inn for 3 PM checkout and was told "we NEVER do 3 PM for late check-out." There's no documentation on what time defines late check-out for Gold HHonors members, just that it is available. And the booklet says "You may request an upgrade [emphasis mine] to the best available room, subject to availability at time of check-in..."

On cars, I'm only in Hertz -- 5* program, and yes, I usually get an upgrade (including a Jaguar S-Type and two Mercedes C/E on my last trips to Germany). They seem pretty good at upgrading, but it's also fairly random how much of an upgrade.