In my opinion the single best utility for finding multi-hop flights is
matrix.itasoftware.com. It allows you to ask for for things like "show me only flights with 3 stops only on United" and will essentially list out every possibility. Unfortunately they don't allow you to weed out code-share flights, if they would add this it would be perfect.
My strategy is usually:
1. find a cheap fare on travelocity
2. find the best routing on itasoftware
3. book using the multi-city function on ual.com
Edited to add: the key to using itasoftware is
this page describing the routing language.
[This message has been edited by carlhaynes (edited Feb 10, 2004).]