If there's one piece of advice I give more than any other, it's to join the loyalty club of any company you use. But when I recently stayed at the Hard Rock Hotel in Chicago, I didn't take my own advice (to be honest, I didn't know it was part of the Preferred Hotel Group). While at the hotel—which is supposed to make you feel young and cool, but only made me feel old when I had to deal with blaring rock 'n' roll at 7 a.m.—I grabbed a brochure for the I Prefer benefit program. When I got home I signed up, and I learned that members get room upgrade based on availability, priority early check-in and late check-out, and complimentary Internet access.
I also think it's wise to make sure the company knows when you book that you're a member because if someone must get treated less well than everyone else—put in a crummy room, for instance, or bumped entirely—the staff is less likely to inconvenience someone they perceive as loyal.