I would naïvely think that booking directly with hotels would be cheapest, but I have definitely seen deals on these aggregators that were unavailable on the same hotel's own site – which is the only reason I even think about using them.
This happened to me and we had to run through a lot of hoops to eventually get hotels.com to reimburse us. It helped that we had called them for parts of our reservation because all calls are recorded and the operator clearly stated that breakfast was included.
The same thing happened to my father who was a bit more alert and noted the missing breakfast from the confirmation. He then had to call them something like five times for a confirmation that actually said breakfast was included. Each time they sent him a new reservation but it wasn't until the last call it did say breakfast was included.
The way around it was to offer more flexibility for direct bookings or throw in breakfast.