David, The single big advantage for staying at the host hotel is the convenience of having access to your trader chips which can be stored in your room. I Like Jim Pierre's advice of having them available in case a trade situation occurs. If you have only a few and can be carried without much effort, I doubt if many dealers will object to your doing this.

Remember, the dealers are paying for the room rental which is the reason for the Wednesday and Saturday swap sessions. I'd be the last one standing up for the side of the dealers, but in this particular case, I believe you would be treading on their property. As Robert Pardue said, most are there to sell chips and don't need competition from the likes of us.