How can I book cheap hotel rooms?

Try booking online. It's usually cheaper. Also you might want to look for special offers. In Europe most weekends are cheaper than week days, I think in the States it's the other way around.

Where are you looking to book? 

How To Book a Cheap Hotel Room - a step by step guide

Full disclosure: I wrote this.

www.hotels.com and www.expedia.com are the best ways to book a hotel.  It's easy, you always know what you're getting, and you have your own travel agent there telling you what's good and what's the best place you can get for your money. 

Whenever we book

I've been booking my travel online for years. I find it's ALWAYS cheaper than using a travel company or calling the hotel and/or airline to make reservations. I've used www.usairwaysvacations.com and www.cheaptickets.com and have never had any problems. They have the best deals and are very thorough in telling you the best time to travel and the cheapest options.

Good luck.

Expedia.com is good - so is lastminute.com