What you can take: Soap

If there's one thing most hotels reliably have in their rooms, it's soap. And according to Ousman Conteh, general manager at Claridge House Chicago, it's OK to take these mini bottles or bars from your hotel room. "Often, hotels receive negotiated pricing for items from another brand," he says.

Not only are you allowed to take them, but the hotel wants you to open and use them. "They are complimentary, and we want you to enjoy them," Allen says. "If you have opened them, please take them with you. Otherwise, they will just be tossed in the garbage." She adds that even if they are unopened, you are welcome to take them as a gift. If you don't want them, though, they'll be used for the next guest.

What you can take: Anything else "complimentary"

In addition to the above, hotels and motels often provide other complimentary items, like dry-cleaning bags and certain promotional items, says Asmussen. Higher-end hotels may provide extras like shoe-shine kits, travel-size sewing kits, toothbrushes, razors, cotton swabs and nail files—all of which are fine to take.

Joanna McCreary, general manager for the W Hotel in Austin, Texas, adds that some hotels even give exclusive complimentary gifts, which you are, of course, free to take. "We don't advertise it," she says, "but we love giving people Champagne at check-in on peak arrival days at W Austin." She explains that the company gets a good deal on nice bottles since it buys in bulk, and hey, who doesn't love complimentary surprise Champagne after a long trip?

What you can't take: Drinking glasses, cutlery, glass bottles, non-disposable plates and mugs

Many hotels provide extended-stay or "apartment" accommodations that include a small kitchen area. Anything that you find in the kitchen that isn't disposable needs to stay in that kitchen, including utensils, glasses and cookware, Allen says. If you take them, expect to see a charge show up on your bill. Worse, if you take too many things, it could lead to consequences beyond an extra charge to your room—including being blacklisted from the property.

As I found out with my pillow escapade, hotels can and do keep records of guests who steal items or trash hotel rooms. And they might ban those people from booking rooms again. In rare scenarios, people have been arrested for theft. Thankfully, I wasn't one of them!