The Hershey Lodge was nice (we also stayed in the Comfort Inn there), but I wouldn't compare it to the WL or anything like that. It's been many years since we stayed there (1998 I believe), but it was nothing too fancy & the themeing was much more subtle than disney hotels. A nice, clean hotel though and nicely landscaped grounds.
I think the Hershey Hotel, while being more expensive, is really nice. The Lodge is comparable to a disney moderate and the Hershey Hotel is PA's version of the GF.
Where the Hershey hotels compare to the wdw ones especially is in the early morning entry perk (get to arrive 1 hour before other guests) and the free shuttle.