It depends on the trip. If I've got a trip where things are somewhat loose (time- and schedule-wise), then I'll book ahead just for the first and last nights, using Rick's recommended places if I can get in (problem is, you often have to book many months in advance to get the good places). I'll also use TripAdvisor to do research on other hotels, but I'd never book through them or any other "service". I'll always contact the hotel directly and book through them.
If the trip is more tightly scheduled, I'll book some or maybe even all my hotels in advance. I've rarely done that in the past, but have tended to do more of that now (we've got a trip coming up that requires near-perfect timing, and I've booked every hotel in advance because I don't want to take any chances - I'm gld I did, since in some places I had a hard time finding a nice place at a reasonable price, even months in advance -- all the good places seem to book up quickly, and I just HATE scrambling for a room, wasting hours and getting frustrated, and winding up with something expensive and/or awful).
Rick once said that there's a paradox about booking ahead: if you book all your hotels in advance, you are locked in to your schedule and you can't deviate when you want to. Yet this ultimately gives you more freedom, because you don't have to worry about making reservations as you go -- all you have to do is find the place, dump your bags, and your'e free to go, with more time to do what you came there to enjoy. On our upcoming trip, which is tightly scheduled, I'm glad that we won't have to go through the trouble of picking a place, calling ahead, etc.