One really important thing to consider is when booking through a third party such as Expedia, you are not booking directly with the hotel, and there are sneaky little savings they can make without you being completely aware, such as a slightly tattier room at the back of the hotel, or maybe not telling you about the hotels website-only packages.
I booked a load of hotels for our honeymoon last year and went directly as most were the same price, or within a few pounds (literally) of the Expedia-type websites. By booking directly, I knew exactly which room type I was getting, and could contact the hotel directly to check any details/preferences.
Importantly, I found that one of the larger and more expensive hotels reduced the price of their rooms as the date of our arrival approached, and because I had booked with them directly with a no-fee cancellation policy, they adjusted my payment without quibbling. We saved hundreds of pounds.
I did the same with hire cars. I hunted high and low for the best deal with various middle-men, and found that the direct approach was best and effectively the same price at the end of the day. And I knew that if I had problems, I would know who to go to to complain and resolve.
