I remember once seeing a guy at the Swan who pulled up in a huge Mercedes and proceeded to let the bellhop get his luggage from the trunk -- it consisted entirely of plastic Wal-Mart bags! (There were 23 of them, I counted while we were in line to check in because it was just so strange.) He may have been replacing lost luggage, but I didn't think so, because it appeared to be his own car, and it had out-of-state plates.
I don't like checking in with plastic grocery bags, just because it's hard to keep them from tipping over and spilling, and they tear easily. I carry my loot in a couple of large nylon zippered tote bags that I picked up at the Goodwill ($1/each brand-new; they were printed with the logo of a defunct company.) Once in the room I put the stuff in a drawer, then use the totes as laundry hampers.
BTW: At a very posh convention hotel in Nashville, I did see true tacky coming through the back door once, late at night. A guy parked a large SUV, and proceeded to carry in the following items over several trips: a 3-ft tall refrigerator, a full-size George Foreman grill, a toaster, a blender, a large microwave, and a box of cooking utensils. Either he was the cheapest guy in the universe, or he'd just robbed an appliance store!