Watch Gordon Ramsey's Hotel Hell and you'll find some dodge practices.
I do a lot of business travelling during the year, easily spending 15-20 weeks in hotels (4-5 stars only), and can tell you that I wouldn't be surprised if the established hotels do it. Some hotels have significant overheads.
Things I do:
-Take my own toiletries (shower gel and shampoo)
-Request the bedding to be changed right after check-in (don't go for an early check-in, they tend to rush the cleaning staff and your suite might not get adequately cleaned)
-If the room comes with a tea/coffee facility, change the water in the kettle, boil the hell out of it, use the boiled water to wash/rinse out the cups, glasses and teaspoons
-Depending on the state of the shower and your familiarity with cleaning staff (more about the sanitising products they use), shower either with slops on or put the shower on hot and full blast it for a 5 minutes
-Clean the toilet seat before you take a sit down (consider it a public rest room)
-Always lock valuables in the safe
-Always be courteous/friendly to the hotel staff (they tend to give you much better service), especially if you are going to be a bit demanding
Sounds pedantic, but rather be safe than sitting with a stomach bug, foot fungus, stolen property or a general unpleasant stay whilst on holiday or business.