Domestic and international coach are similar. Domestic first is noticeably better. International business is better than that. How much better depends on the airline: those like Delta that have a hybrid business/first class tend to be better than those that offer a separate first class as their premier product. International first class, where available, tends to include things like caviar and beds - nice, but you're only going to be there for eight hours or so!
I concur with buying an inexpensive economy ticket and upgrading with miles, if that works for you. If it doesn't, some airlines are extending the multiple-price approach (lower fares for advance purchase, Saturday night stay, etc.) to the front cabin(s). Also, if you have or can get an AmEx Platinum card ("real Platinum," not a platinum-colored Optima) you can get two business-class tickets for the price of one on several airlines.