Answer corrected after others pointed out the "in", which I had not noticed.
Other deserve any credit. My previous answer was incorrect and sloppy.
Either.
They just mean slightly different things.
The hotel where we stayed is very comfortable. ("in" removed)
Stresses the place. You stayed in the place of the hotel. There, not elsewhere.
The hotel which we stayed in is very comfortable.
Which hotel did you stay in? This one, the one which we stayed in. Not another one. This one not those other ones.
Pratically interchangeable.
The hotel in which we stayed ....<-- even better