Some hotels are greedy and charge for internet connectivity, or even worse they limit internet to a single wired connection per room - like the hotel I'm staying in right now. They only have a single Ethernet cable in the room and no WiFi.
Fortunately I'm using a MacbookPro which makes it's fairly easy to share the internet connection with my iPhone and iPad. Just turn on Internet Sharing and the built-in Airport will act like a wireless access point that you can connect to from any wireless device, just like you would connect to your wireless home network.
Here's the step-by-step:
1. Make sure an Ethernet cable is plugged into your Mac and you can browse the web.
2. Make sure your Airport is also turned on, by clicking the wireless icon in your menu bar and selecting "Turn Airport On".
3. Open System Preferences (click the Apple icon on the menu bar and you'll see it as a menu option) and select "Sharing".
4. Click "Internet Sharing" and make sure "Ethernet" is selected in the "Share your connection from" dropdown, and "Airport" is selected in the "To computers using" listbox.
5. Click "Internet Sharing" one more time and you'll be asked if you're sure you want to turn on Internet Sharing. Click "Start" to turn it on and start sharing your internet connection with your iPhone or iPad.
That's all it takes to share your Mac's internet connection and then you'll be able to connect your iPad or iPhone to it the same way you'd connect to any other wireless network.