I use booking.com or hotels.com to make reservations from Canada. But I generally book only the first day or two and the last day or two in advance of my travel. On the road, if I want a reservation, I either use the same online agencies or I telephone.
Some people prefer to make reservations directly with the establishment, to avoid the cost of the middle party (which is built into the rate negotiated between the booking agency and the lodging). My experience is that the costs are likely to be very similar, but the convenience of the online booking and the ability to cancel, far outweigh any minor cost difference. Just be sure that you read the cancellation conditions/dates.
People have complaints about issues related to online booking, but people have complaints and bad experiences in any human endeavour. We have had threads debating the pros and cons of booking agencies. My experience has been 100% positive and millions of bookings are made this way every day. (Actually, I just made up that number, but you get the idea
. I'm pretty sure there would be many thousands at least!)
Even if you don't book online, you might find that the website is a good source of information about different lodgings. You can find something in a guide book, look it up on the online agency, browse through photos, compare prices, etc. But remember that when they say a place is filled, or "only 2 rooms left", it refers to the rooms that the booking company has contracted. There may be rooms available that the owner has not made available to the booking site. So, if you want a room/bed there and it seems to be sold out, you should contact the lodging directly. They might even be cheaper, but no guarantees.