Hotel housekeepers have some of the most underappreciated jobs in the hospitality business. They are also among the lowest paid, according to a Market Watch report. So, leaving a tip for the person cleaning your room is a nice way to supplement his or her income. Most housekeepers probably won't give you exceptionally poor service just because you don't leave a tip, but you might get exceptionally good service if you do. Depending on how expensive the hotel is, and how messy you're leaving the room, anywhere from $2 to $5 is appropriate.
Remember to leave a tip every day, as opposed to just when you're checking out. You might have different housekeepers over the course of your stay, and you want to tip all of them equally. Also, be sure to leave your tip on the pillow, or on the table with a clearly marked note. That way the housekeeper knows it's for him or her, and not just change you've left on the table.