I've only booked with Royal Caribbean and their fares are all the same. Travel agents are not allowed to offer a lower price - but they are allowed to offer On Board Credit and/or gifts.
Since the prices are all the same, I prefer to book the cruise myself. I have full control of everything - I can speak to Royal Caribbean directly without having to go through a middle man. I can monitor the prices every day and if the rate drops, I call RC directly and get a price adjustment.
On the last cruise I booked, I missed out on about $50 to $100 on board credit, but it was worth it for me. I think I would rather have the peace of mind that everything has been done correctly, then to have my vacation ruined because of a bad travel agent.
cruisecritic.com is a great source for all things cruising...