A hotel would have no legal right to search bags unless they go through the hassle of calling cops or denying you service.
Otherwise, as long as you more-or-less conceal it you should be fine. Alot harder with a long-gun, but I think using a golfing or duffel bag for carrying sports equipment would also work, esp if it's apparent if it's what it's for. I really don't think "Gun-shaped bag" is too conspicuous given an adequate cover for just staying at a motel. What would raise eyebrows is bringing actual rifle/gun storage like large cases or bags made specifically to carry guns.
If it's a hand-gun, you could just put it in any bag.
Ofc, it'd be just a matter of not looking soo nervous, shady, suspicious, etc. But relatively easy, or should be.
Also, since you're going for gun, I'd like to ask why'd you'd be doing it in a hotel and not outside? The *bang*, and mess could be a hassle for the whole building. I think gun CTB somewhere in the woods would be better but that's just me.