It's always best to book direct. Hotels do the same type of thing. We had booked a reservation at a Chase Suites Hotel through Hotwire. There was a problem with one of the rooms that made it unusable. Since we didn't book direct with the hotel we were out of luck. They never contacted us and told us when we showed up that it was Hotwire's problem to resolve.
The bottom line is book direct when possible. Going through a third party puts you at the the top of the list for getting dumped on if there's a problem.