DH and I both really enjoy nice hotels, so that's one thing we splurge on. I don't do a lot of deals for hotels, because IME, when I've tried that with a hotel, I don't get as nice of a room. (By deals, I mean stuff like Hotwire, not the "bed and breakfast" deal on the hotel website.) $1000 is about our max limit, though. And while we'll go for the nicest hotel when it's just the two of us, when we have the kids, it's more about a place that works well for the whole family. We strongly prefer a suite with a separate bedroom, the kids want a place that has a fun pool, etc., and often those hotels aren't the most luxurious ones in an area. Which is fine, since the kids don't really appreciate Frette linens, anyway.
I've also been burned by booking a package trip through an online aggregator like Expedia. A hurricane hit and there was a huge run-around about who we needed to talk to - airlines, hotel, Expedia -- about rescheduling, canceling, etc.
I do often look for deals on rental cars, because as long as it's not super tiny, I don't really care about the specific car.
Travel, in general, is a bit of a splurge for us. Being able to travel, especially with our kids, factored into our decisions to do public schools, to stop at 2 kids, to buy not-fancy cars, etc. We don't live like paupers in order to travel, but it plays a decent role in our financial decisions.