I recently picked up a Linksys WTR-54GS travel router based on the positive recommendation of my friend Chris. He had gotten one before going on a big trip to make sure that he had WiFi in all the locations he wanted it and it worked really well. I've considered getting something like this for a while, but never had a need that pushed me over the edge. The iPhone was the tipping point. When staying in a hotel I wanted to get my iPhone online and even if a hotel does provide WiFi they usually limit each room to one device (via the MAC address). By using a travel router like this I can put a small network in my room with several devices and not have to pay any additional fees. I'm using it right now in my hotel room with my Dell laptop, MacBook Pro and my iPhone all online. It works really well.
As an added benefit the WTR-54GS has a firewall integrated into it so you can protect all of your devices from other hotel guests. I've noticed lately that if I launch iTunes in a hotel I could see a large number of peoples shared music. Tsk tsk. The firewall in the travel router will keep me protected from such things.
The WTR-54GS itself is a nice package. It has an integrated power supply so there isn't any extra junk for plugging it in. It comes with a nice, very packable, 10-BaseT cable. It's small and can easily be thrown in your suitcase for any trip. One of the unique features of the Linksys model is that you can even bridge from one WiFi network to your own, thus still getting the advantages even when the hotel offers only WiFi.
If you travel with any regularity, and are an electronics pack mule like me, you should consider grabbing one of these.