The Wii U can be used in this way, but only if your bedroom is right next to the room that you normally have it connected to the TV and you have thin walls, as it is limited by the wireless connection range, which struggles sometimes even within large rooms.

Though, you can actually have wherever you want, if you don't need it connected to a TV, I've seen photos of people playing the Wii U in an airport lounge, all you need is a plug socket.