I still occasionally use third party sites to book hotels.

Rural limited service hotels: roadtripping across Iowa, the regular rates for an HIX or Hampton are $100/nt, I see Priceline can be had for $45/nt. No elite benefits...I'm just losing some points. On these kinds of stays, I'm usually bidding at 5 or 6PM...I know what the weather ahead is like and know I will make it to the hotel.

Expensive city stay, I want a 5* hotel, and I either have some non-elite guests or it's a place I don't care much about elite status benefits. Washington DC in May, all good hotels were $300/nt, Priceline bid for 5* five nights x four rooms was $110/nt./rm. and yielded the OMNI Shoreham. Huge cost savings, walkable to several good breakfast places, and OMNI still treated us well as base members of their program. (Didn't earn points, but we still got their morning coffee/juice service.)

Airport hotel where I'm not going to use any elite benefits even if I have them. $175 room earns points but the winning bid is $75. I'm in the room 6 hours and am not there for evening lounge, breakfast, or anything else. I'd rather just have the hundred bucks.

Only time I use 3rd party for flights is as a last resort - mainly if I can't get the airline site itself to accept any of my credit cards. Has happened with Egypt Air, Jet Airways, and one or two others over the years. Then I use Orbtiz to book the ticket. I've never used an opaque service to book an airline ticket - cost savings simply aren't there. Hard to envision that they ever could be, to be honest.

Rental cars: this one's easy to try, because you can always book your cancellable rental first and then do the math on what kind of savings you'd accept from a prepaid site. I do this and occasionally bid, but am almost always rejected.