So, my goal is to use the Airport Express to connect to the hotel wifi, and use it to create my own little network that does not require an "agreement to terms" or anything.
Configuration on the road would hopefully be done with an Ipad.
Unfortunately, not possible with an AirPort Express. It cannot connect to a wireless signal and then create another wireless signal.
It might be possible to do what you want by using two AirPort Express devices. One would "join" the wireless at the hotel and provide an Ethernet signal to the second, which would be configured to "create" a wireless network.
I've done this with older full feature versions of AirPort Utility at numerous hotels, but am very skeptical that it would work with the newer bare bones AirPort Utility on an iPad, iPhone, Lion or Mountain Lion Mac.
Actually, this is possible. Most hotel rooms also have a wired ethernet connection (there's usually a cable in the desk drawer or they can provide you with one). I've connected an Airport Express with the wired ethernet connection. Then I use my iPad/iPhone/Laptop to access my personal wireless network on my Airport Express to get past the hotel authentication. After that, I can connect my Roku to the personal wireless network and don't need to authenticate for access (usually works for 24 hours, then I have to authenticate again via my iPad/iPhone/Laptop, but no big deal).
There are other ways to do this such as faking a MAC address (see this post for more information http://www.omerkhan.com/2013/04/how-to-use-a-roku-in-a-hotel-with-secure-wireles s-network/) but generally it's easier just to have a portable wireless router with you. Good luck!