Like directly to the hotel/motel? I almost always find they have a much lower rate through one of the 3rd party sites. Some of the big chains are careful to atleast match the 3rd party price, so I just book through them, but often the private places have a very high rate on their own website!
I should actually call the hotel one time and see if they would split the difference in price of what they get with the 3rd party cut taken out, but usually I don't stay long enough to worry about $10/night.