I agree entirely! Even when HotelsCombined offer a best price, I will still do a bit of extra checking. But having made many dozens of bookings using HotelsCombined as my starting base, I can tell you that most of the time they do offer the most competitive rate.
If you want to be 100% certain, I guess the only way is to check all worldwide sites, especially those in places like Romania, Bolivia, Botswana and so on where people are less likely to afford western rates. How you find those sites even if they exist? Beats me! And even if you get a deal, you'll probably be screwed on the exchange rate!
One thing I have discovered relatively recently is that if I want to be in a certain hotel (as I am at present in Taipei), the cost of upgrading from the basic rather small room type is far cheaper when I arrive and pay at the hotel itself than if I had paid the higher price by booking that better quality room on any of the booking engines. The saving on the upgrade is often as much as 50%. Why this should be? Haven't a clue!
Another ploy is to try and get the locals rate. Many hotels around Asia have a special rate exclusively for locals over weekends and certain holidays. If you know such rates exist, go direct to the hotel, use your charm and try to get those rates for at least part of your stay. This requires a touch of bending the truth but it can and does work. A bit like bargaining at Chatuchak when you know it's off season! The chances that the hotel will then charge you a higher price on arrival is slim - although it remains a slight possibility.