Bargain

Shop around, ask lots of questions, even haggle, and you can often get a room for much less

Shop around

Call a number of hotels from the train station when you arrive (or Skype them ahead of time).

If the city doesn't appear to be full (if everyone has vacancies), don't settle for the first place with an empty bed.

Find the perfect balance between where you want to stay (a sumptuous suite with a private pool overlooking the castle in the center of town) and what you want to pay (not enough to afford that).

Find out what the lodging market is like in town on that day, pick your ideal hotel, and then bargain.

If you play it right, you can end up netting yourself twice the room at half the cost than the bozo who was on the train next to you, blindly follows his guidebook's advice, and grabs the first room he finds at the first price quoted him.

Ask for the least expensive room

Yeah, seems pretty obvious, but you'd be surprised how often people overpay for one room when another in the same hotel costs less just because it's slightly smaller, or doesn't have "the view" (of the lake or sea or cathedral or whatever), or isn't one of the recently renovated rooms.

If they quote you one price, always ask "Do you have one that is cheaper?" They often will.

Which brings me to:

Bargain with them

We Yanks have earned something of a reputation for constantly asking for cheaper rates than those quoted or posted-or at least European hoteliers complain that we do so, and tend to chastise me, the travel writer, for continuing to recommend this tactic, even though I see locals doing it as much or more often than Americans do...but I digress. 

If it's the dead of winter and the hotel is empty, try to haggle the price down a bit, maybe 10%–30%. Don't bother trying during major holidays, at the height of the high season, or when the place is booked solid.