The rate isn't always the same. Some folks here have reported that you can get a better rate on hotels.com vs.
DCL. I checked into it and it wasn't the case for me. One thing I did find though was that hotels.com quotes a PRE-tax rate while DCL quoted me a rate including taxes. So I thought, "Bonus! I'll save $10 and book through hotels.com." Then I started to check out on hotels.com and it added tax so I just kept my reservation with DCL.
If the price is the same, for me, I prefer to book through DCL so I can use Disney gift cards (that I bought from Target using my red card for 5% off). So in the end, it's technically slightly cheaper for me to go directly through DCL.
Otherwise, if the price is the same, is six of one, half dozen of the other. I guess it's also nice having all your reservations in one place?