Totally agree with the comments here about booking direct. Most big hotel chains (eg. Starwood, Hilton, Hyatt etc) have price guarantees that their websites have the best rates.
For comparisons I'll look around on Expedia and the like, then book direct with the hotel. Also, if you find a hotel on Trip Advisor, you can click find rates and it will look up rates across a number of sites (eg. hotels.com, expedia etc).
Other benefits booking direct with hotels are you get loyalty points or FF points. Sometimes booking through a third party they won't award you with points, but if you'd booked with the hotel direct for the same rate you would have earned points. That's because they have to pay the booking sites commission - think of the points as your commission for booking direct!