I've wonderered about airlines but I've seen lower priced options disappear when I check room availability at the Hilton site. It first noticed it when some friends were going to stay at the same hotel at the same time as us. The price I was getting was $30 more as a Hilton Honors member than our friends who weren't.
Since then I've kept my netbook 'Hilton Honors free' and everytime lower priced options come up on that than on my lap top.