It is not common to go to a hotel without a reservation so I will only cover the reservation aspect. Along with reserving a room, I will cover checking in, checking out, room service, and wake up call.
When you make a reservation, call them and tell them you want to reserve a room. Or, you can start by asking them for a price.
"Hi, how much are your rooms?"
"Hi, what are your rates?"
"Hello, how much is a room?"
"Our rooms start at $79 for a basic room."
"Our rooms start at $79 for a standard room and go up to $300 for a suite."
"Ok. Can I reserve a room?"
"Hi, I would like to reserve a room."
"Hello, can I reserve a couple of rooms?"
The first thing they usually ask is the dates you want the room and the duration.