Often thought of doing this as part of the experience, sort of a role play. Act as if you have met some hot girl in the bar, quick drink and them up to your room for a shag.
However then decide it is a bit lame so never done.
Have met a girl down in the lobby a few times, just to ensure they get past hotel staff etc etc. If you are dubious about a girl not seen before it gives you a chance to meet her away from you room and then say no thanks in a public place - hopefully unlikely to go mental there and at least she does not know your room number.