Last year I used them for both air and car. I looked on the internet first and found some air rates. I told them the time of the flight I wanted and the price I saw. (US Air) The price I got when they made the ressies were actualy cheaper (not by much).
However when we made the ressies for the car rental (National) I got a better rate on my own. After they booked it for me I called myself just to check. Even tough we still used National I got a cheaper rate myself.
I guess it pays to check yourself then do everything at one time. You can always call and verify the price later.