OK, I used to do this partly because I could be bothered and secondly because I wanted to run a direct reservations service offering only what I considered to be the best hotels. But what I did was literally turn up at an area I was interested in, research the hotels I most wanted to stay at based on forum and travel guide reports, visit around 3 or 4 of those and look to find 1 or 2 others I had not been inclined to (by reference to guide books, forum reports, etc.) but where they looked good from the outside. I would go in, ask if they had any rooms available, what their rates were and if I could have a look.
One of my best experiences of why this is the best way (believe me, it is a tough choice just picking one time when this paid results) was when I went to Koh Phi Phi. At the time the Lonely Planet described the Holiday Inn so beautifully that I was sure that was the hotel for me. Anyway, took the time to check it and a few others out, and also went by longtail boat to the next bay down to see a hotel called Pee Pee Island Village. It became immediately clear to me the clouts at Lonely Planet had described Pee Pee Island Village but stated it was for the Holiday Inn. I could not believe they got it so wrong (they also had a picture of a girl eating a papaya and saying she was eating a mango, oh well). But what made it even more "funny" were the number of people for years after swearing the Holiday Inn on Phi Phi was better than Pee Pee Island Village (even when you caught them out and showed the could not have been to PPIV because it requires a longtail boat trip).
Pee Pee Island Village then was not getting its fair share of the travel business because of Lonely Planet. When I showed up in May I got low season rates and pay for 4, get 4 free. Now I had only intended to stay 3 nights on Phi Phi in total, but after having stayed just 1 night at PPIV, I asked if I could pay for 3 more and get their extra 4 nights free - no problem. I tell you, I loved that place. And for me this is the very best example for not believing what the magazines and guides say and to go look for yourself.

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