I have only had that happen once and that one wasn't toooooo bad. Maybe I've just been lucky. But then, we don't just look for hotels that advertise pets OK; we contact the ones we want and tell them we have dogs and let them tell us they don't accept dogs.
Never really paid that much attention, but I think they usually give us smoking rooms. Sometimes we have to pay a few dollars more and sometimes we have to pay a deposit. You might be surprised how many places take dogs if you tell them the dog is small and sweet talk them a bit.