If you're going to spend an extended period overseas, it's tempting to take advantage of the postage discounts offered by big online retailers like Amazon. However, there's often a nasty sting in the tail: your hotel may well charge you to receive the package.
While in Las Vegas last week for CES, I ordered a bunch of books from Amazon. They got delivered within a day, but when I picked them up from the front desk, I got slugged with a $5 charge per parcel before they'd get handed over. By the time I'd paid that and the US delivery charge, it probably wasn't any cheaper than getting the books sent straight to Australia, though it certainly was faster. (Amazon and other retailers often offer discounted or free postage on larger orders, but that results in slower delivery and risks you leaving the country before the package arrives.)
It's been a couple of years since I tried this particular ordering strategy in the States, and last time around I didn't get charged, though that probably depends as much on the hotel as anything. However, this is the kind of information that rarely gets disclosed on hotel web sites, and the practice appears to becoming more widespread.
Assuming you do still want to order while travelling (say for goods like electronics which won't be shipped to an Australian address), it always makes sense to select the option to have packages sent in as few bundles as possible. However, even when you choose this, Amazon sometimes elects to send separate packages anyway, usually because the items are in different warehouses. While it boasts that this won't result in your getting hit with extra postage charges, it can massively increase the per-parcel charge at the hotel.
Got your own favourite tactic for online shopping on the road? Share it in the comments.