Nope. And that's a very definite NOPE. It seriously isn't. If you're going to stick to the tourist trail when travelling around the world then there's a good chance you're also following the wisdom of guides by Lonely Planet, Rough Guides or some other equivalent.
They all have a ton of suggestions for places to stay and you have to keep in mind that pretty much every other guide-following punter out there will be using the same book as you when they're looking for somewhere to stay in Outer Mongolia, Tokyo or wherever your destination of choice might be.
Sure, turning up in a foreign country or city and taking your chances might be the way some do it but I assure you they've all had their fair share of doing just that and not finding anywhere that'll give them a roof for the night.
So, what does this mean? If you don't want to miss out on the cool places to stay BOOK IN ADVANCE. Cool places might mean the cheapest and nastiest but best located place or it might mean the most expensive and in-demand spot on the map. It might just mean the middle-of-the-road place that everyone wants to stay. No matter which it is you'll need to ring, email or otherwise contact them well before you arrive.
If you don't you wish being stuck trying to find somewhere to stay at the last minute or, worse still, stuck sleeping in the local railway station for the night ... not so cool in the middle of a European winter!