I ask when I check in, if they say no vaping, then it isn't a big deal to step outside for a vape. Some simply don't know what vape smells like and, by asking, they sometimes ask me to demo it for them. Once I do it's fine.
As for smoke alarms, I've set them of with a humidifier because my roommate for that trip needed high humidity to sleep properly - that set off the smoke alarm. So will using the shower to steam up the room in some hotels.
Best policy is, that if it is posted then, go outside, if the laws of the location consider vaping the same as smoking, get a smoking room or go outside. If there is nothing posted and, the law does not forbid it, ask.