Another way to get good discount hotels for last minute travel is to do last minute travel during non-peak months in a certain country or location. Of course this looks counterintuitive, but if you suddenly want to go on a vacation and want to go immediately, and you are at a non-peak time, then this can be a great way for you to save money, and by simply going during a time when all hotels will have discounts anyway.
Still another way is to book your last minute hotel stay online. There are actually many online discounts for hotel bookings to begin with, and last minute bookings may even have some special discounts attached to them as long as you are not bumping up against a hotel that has a lot of guests on its reservations list. You can also access hotels online through kiosks in your international or local airport, so if you're at the airport and waiting for your flight, or if you have downtime between your packing sessions, you can go online and quickly make your bookings.
Lastly, if you're already at a location and it's the last minute, look for a hostel or pension house first. This way, you can spend the night or the first two nights at a decent location, keep yourself safe and sleeping soundly, and then get to see the sights while looking for a hotel.
Who knows? You may actually like your cheaper lodgings, especially if you're after the sights all the time and will spend more time outside than in!