I check with as many as I can find and also the comparison sites too. I always email the hotel direct for a price. If it's a match or better I will book that way for added secuity but if it's not I will trawl the bedbookers for the best price & deals via the cashback sites . Other factors I always consider are the amount I would need to shell out in advance , I don't mind paying the whole amount upfront for a couple of nights city break type holiday but Im usually reluctant to pay for 14 days for 5 of us upfront unless it's that much of a saving .

I also find the price more often than not varies enormously between bedbookers and usually start with the check price function on tripadvisor which is useful for a comparison of the major players. it often comes with a discount too .

Lyn
I also prefer to pay at the hotel rather than advance, if there is not a lot of difference.

You've just got to cover as many bases as you can. Checked the hotel web site for a property I book regularly and its twice the price offered by one of the online booking companies. Add any discount codes you can get, use the likes of quidco if it works to your advantage. Another thing we do is make bookings just a few weeks out from the holiday we are taking, picked up many a good deal that way. Or e-mail the hotel directly see what thay can offer.