1 accommodation-Anywhere

Mid to high end accommodation is usually pretty simple to find and book. Agents get a commission and the market is well established.
Finding the cheaper places that don't charge enough to cover booking fees and agent's fees is harder.
I will concentrate here on cheaper backpacker style accommodation.

Budget & backpackers accommodation

My first stop in looking for Accommodation is the good old Lonely Planet guidebook. You can either buy the whole Guidebook or sometimes only buy  city chapter for around AUD$12 as a PDF file online.
The guidebook tells you where to find the cheaper accommodation. In SE Asia it's usually ok to go to the general area and just turn up and ask for a room. Or book one night if you get in late.

My latest discovery is Air BnB a cross between Cousurfing and a hotel. You get to stay with people who rent out their rooms, appartments, flat, either the whole lot or just a room. https://www.airbnb.com                           You pay a daily rate.
I think of it as a version of Couchsurfing for older and busier people, who have travelled and want to just get a place to stay but still meet new people.
There are some interesting out of the way places..... where you would never ever find a hotel or hostel...
Because you pay, the emphasis is on finding a nice place to stay with a bit of a home touch, and it is simpler than Couchsurfing, where the emphasis is on meeting the host/traveller and staying for free. 

There are websites that specialize in Hostels and Backpacker accommodation.
Google something like: HOSTEL <name of country>  BACKPACKER and you should find lots of info.
There are two kinds Backpacker places to be aware of: 1) the party scene, with on-premises liquour catering to younger Uni student kinds of travellers 20's to early 30's and 2) the quieter get a good night's sleep type. Youth hostels are  type 2.
A range of places to stay is  given in Wikitravel   wikitravel.org just search for the city. You'll find good information on the city as well. 

Youth Hostels are  standard cheap option. International site: www.hihostels.com     UK Youth Hostels www.yha.org.uk
And of course if you want to stay with local people, surfing their couch, or staying on their floor check out:
My profile on CouchSurfing is at: http://www.couchsurfing.org/people/cinnamon/

Travellers forums are a good way to find more up to date real info: One of the best sites to search for specific info is the good old Lonely Planet Thorntree. Just search for what you are looking for, read the stuff others have asked and answered: www.lonelyplanet.com/thorntree/      Read a few of the questions and answers first and gauge the atmosphere before asking YOUR questions. Search to see if others have asked similar questions. Remember you are entering an ongoing conversation, and you don't want to sound like a total greenhorn. Also remember that the people who answer your questions are not paid, they do this out of the goodness of their hearts. (Sign in if you want ask your own questions).

            Another forum and travel site is Road Junky for travellers information point, hostels, insurance, tips, country info, disucssion & community forum http://www.roadjunky.com

Tip1: One way to get better quality accommodation is to look in the lower end of the market, and then book the more expensive rooms. That means, looking in the backpacker range and taking the expensive luxury option in that backpacker range.
Tip2: If you are staying longer in a place but don' know which hotel to choose: book one or two nights then explore locally when you are there and inspect other options yourself.

NOTE: The internet has made it possible to book even the very cheap places. That was not possible before the internet, because the knowledge was hidden and a large part of the booking cost was the fax and communications involved. The internet has allowed everyone to find cheap places easily. This change happened around 2000.

Mid-to High  range accommodation

Anything above Hostels and backpackers:   2* Two Star to -> 5* Five Star I've used this site  http://www.octopustravel.com/hk/Home.jsp
The site has been useful for me for business travel since 2004: book and pay online, present voucher to Hotel, - that's all. Changes and cancellations can be made through the octopus site - this is an important point as some sites don't let you do that or make it very difficult.
One payment includes all, nothing extra. There is an online invoice to print out which keeps the corporate accountants happy. (I get no commission from octopustravel.com ) There are lots of similar sites, that list hotels and give discounts. If you have a good PERSONAL experience of any similar sites which you can recommend please email me heikorudolph@yahoo.com 

Other sites that offer last minute cheaper deals for luxury hotels are:

Longer term accommodation: Australia