Apart from the $10-$15+ fee per day that many hotels hit you with, here's another reason why tethering your WM phone (or using an AirCard) is a much more cost-effective and secure means of conducting business when on the road.
A study from the Cornell University School of Hotel Administration found that most hotels do not take adequate security precautions on the Internet connections they provide for their customers. The study compiles data from 147 written survey responses and from visits to 46 hotels. Twenty percent of the hotel networks use simple hub topologies, making them unsecured networks. Most of the other hotel networks channel guest traffic through switches or routers, which are more secure than hubs, but still make users susceptible to man-in-the-middle attacks. The researchers recommend that the hotels set up Virtual Local Area Networks (VLANs) to best protect guests from Internet threats.