(FORTUNE Small Business) – It would be cool to be Nick and Nora Charles, heroes from the fiction of Dashiell Hammett, partly because you'd get to outwit hard-boiled bad guys and solve crimes that baffled cops. But mostly it would be cool because you'd live in fancy hotels and order from room service all the time.

The obvious pleasure of room service is that it's the best of both worlds: You don't have to cook, and you don't have to clean up. But you can still get topnotch food, which you can eat while wearing a robe and watching MTV. E, my girlfriend, loves room service, but I usually try to get her to keep it to a minimum when we're vacationing, because it's expensive and also because most vacations are sort of about getting out of the hotel room.

Most vacations. Recently, to try the Nick and Nora thing, we decided to take a trip with an itinerary that carried us about 15 minutes by car from our house, to the Windsor Court Hotel in downtown New Orleans. The hotel has an outdoor pool and a celebrated restaurant called the Grill Room, and it's a short walk from the French Quarter. But we came for the room service.

It was off-season, so we got a suite on the 14th floor. After all, if you're going to stay in, you want a room big enough so you aren't stuck dining in bed or on a desk. E, who had fasted all day, suggested we order up a snack within seconds of checking in. About 40 minutes later we were enjoying beer and two kinds of shrimp from our little dining table by the window. Afterward, it was time to study the dinner menu, which induced a bit of sticker shock when we noticed the $30 entrees.

Still, there's another advantage of room service that had not occurred to us: The selection can be far greater than in a typical restaurant. This meant that E could get a lobster-and-truffles extravaganza, and I could order an appetizer of scallops wrapped in boar bacon, plus a nice bottle of wine from the Grill Room. But for an entree, I really wasn't in the mood for anything big and fancy. If you're sitting at a four-star restaurant in a similar mood, you're out of luck. But I simply turned to the regular room service menu and asked for a $10 club sandwich. There wasn't even a snooty waiter to roll his eyes at my request, just a chipper "Yes, sir" on the phone and, half an hour later, a knock on the door.

Room service does have disadvantages. It's a pain to have to call someone to get the mess cleared away when you're done lingering. And, of course, getting another round of bread or whatever is really more trouble than it's worth. Another downside, which dawned on us after a hotel worker made his third visit to our room in six hours, this time bearing chocolate cake and coffee, is that an overdose of room service can be a little embarrassing: He sort of gave us a look that said, "Aren't you people ever going to do anything?"

Harrumph. I gave him a look that (I hope) said, "What do you know about a certain murder on East 54th Street?" He amscrayed, we drank our coffee, and then I started thumbing through the breakfast menu. Sure, we'd already blown $170 on dinner alone, but, after all, we were here to indulge in a particular fantasy, not to cut corners. Hell, if Nick Charles were on hand, he'd probably be ordering up a Scotch. I figured the least I could do was enjoy a $5 bagel.