Yes, we could lug around our own pack-n-play, but that is also a hassle (especially through an airport along with car seats and suitcases).
Maybe our family's just been unlucky, but I'm amazed at how often we run into issues using hotel cribs. And hotel staff that don't seem to understand our frustration. Yes, it makes a difference if the crib is set up before we arrive or an hour after (especially if we hope to transfer a sleeping baby). Yes, we will be upset if you tell us a crib is available and then you run out (especially if you also have no idea when the next crib will be free).
Have you run into similar issues? How does your family handle sleeping in hotels with little ones?