I once was able to cancel a priceline reservation, although, it was after showing up at the hotel which was absolutely horrid and in a questionable area. I called priceline right from the hotel, explained my situation (I was travelling with 3 young children) and they refunded me the money. Of course, I then had to find another hotel, which I paid full rate for but at least felt safe.
I've used both Priceline and Hotwire many times with great success, this was a very isolated incident. They don't typically give refunds.