I have always pre- booked my hotel - at least for the first few days then either moved ( to another hotel that I book whilst in Bangkok but via Booking.com or extended my stay ! Every time I tried to extend my stay direct with the hotel I saw it cheaper on Booking.com.
Sites like booking.com get massive discounts as they drive some much business the hotels way! A few hotels have a booking system on their own website and that of course shows a price!
IMO, and for piece of mind and to get the hotel you want , I would always book ahead even if only a day or so!
