We have booked different ways over the years. And to be honest, like it was said before, it was not necessarily about price, but service. In many cases, we got same prices for WDW and DCL trips from both Disney directly as well as well-known TA's. In some cases, when we went through a TA, it was because of how clear they broke down our vacation costs or their level of communication.
Even with that said, TA's provide personal, one on one service. While at the same time, I have to say that Disney has made some real big improvements in their customer service as well. While you wont always get the same person each time, they have improved how they interact with you, your trip plans, as well as your dining, tour, and other plans.
If you need air or car arrangements as well, do note that not all TA's will take care of this for you, but usually state so right up front. At the same time, I have heard that Disney can sometimes get some real great airfares at times that might be worth while to ask about.
Being DVC members, we also check DVC member services for cash ressie discounts as well as sometimes they have some in their inventory that are not available elsewhere.
As you can see, the old adage of shopping around and counting all costs, including fees and taxes before making a decision, really applies. Ive not had any issues going through Disney directly, while at the same time, going through a TA has been good as well.