Yep, have used all three listed on multiple occasions.

Usually on last minute trips which involved flight + hotel (and sometimes +car)

You can save a lot especially if you are looking for package.

Most recent trip was to Peru (SFO - LAX - Lima - Cuzco and back) plus 3 nights hotel room.

Everything worked like a charm including crediting of miles to the account.

One tip - at times Expedia/Orbitz/Travelocity "forget" to Fax or notify the hotels. So I make it a point to call them a day or two days before the trip - especially if it is International trip - and confirm that they have faxed or notified relevant hotel in question.

On why not booking on Airline flight directly - let us take the example of Peru trip. My trip involved the following:

SFO - LAX: United Airlines
LAX - LIM: Lan Chile (ticket was on Lan Peru stock)
LIM - CUZ: Taca Peru
CUZ - LIM: Lan Peru
LIM - LAX: Lan Peru
LAX - SFO: United Airlines

I am not sure if United or LAN's web site would have allowed me to book such a trip at all. Just an example.