Agree with both the above - no problem and best deals found that way rather than internet or calling.
I've even done it at Christmas time and had choice of many places. Only time I would NOT recommend trying is ATI.
Having first two nights booked is good idea.
First day you don't want to spend doing that, especially dragging bags with you - you appear kinda desperate that way and they have upper hand in haggling.
Have some fun, sleep in, then hit the places that interest you on the second day - at your leisure and not having to drag bags with you.
Don't forget that you don't have to move. Tell your first hotel your plans and they may cut you a deal to stay.
Wake up after second night, check out at noon at first place - and do your move.
Even if you don't move, you'll have toured a few other properties and have contact info for future trips.
One last tip - ask to speak to the manager or owner when walking in and touring hotel.
Sometimes the desk person won't have power to lower rates but you can bet the owner will.
