I always book directly with hotels, airlines, and auto rental agencies. One gains privileges by cutting out the middleman.

For example, one can generally check out early. We had followed a hotel reservation from locals in Nagoya, and found ourselves in a stodgy "classic" hotel. We were able to pivot to possibly the nicest corner suite in the entire city, at a steep last minute discount.

I did get trapped once, not realizing that my Hiroshima hotel became nonrefundable several days before check-in. With a phone call they moved my reservation to a few days later as a courtesy. The web page then let me cancel.