I ordered the night before my trip, so that I wouldn't have to deal with it the day of, when you do that, they give you a 2 hr delivery window. I instructed them to deliver it to the front desk because there was a good chance I wouldn't have been checked in yet at my hotel. I'd double check with your hotel, because I'm sure different hotels have different procedures on this kind of stuff. Desert inn and Suites was fine with it as long as I was checking in at some point that day. But my chosen delivery window was from 2pm-4pm, but we didn't get to the hotel until 5pm, and it was waiting for us behind the counter, so we had to bring it to the room.
I figure it probably works simular to having a pizza delivered to the room if you're already checked in, some hotels want you to get it from the lobby, and some hotels are okay with the delivery guy bringing it to the door.
Now, a word of advice, on Prime now, there's stuff supplied by
Amazon and stuff supplied by Whole Foods. If you pick items from each, they're put into seperate carts, which means you have to check out twice and meet the minimum free shipping for each (or pay the fee). I just filtered my searches for stuff from Amazon and did one checkout. Other than that, it's pretty smooth sailing and easy to do. If you buy something needing refrigeration, they'll bag those items together and put them into an insulated bag to keep them items cold longer.