I usually compare the difference between carrier (international sites) and booking sites.
I also have a CC that doesn't charge me for foreign transaction, so I just check the daily f/x rate and book via the cheapest source.

Edit: The only thing I learnt to avoid is a "three party booking". Last year I booked SAS flights, ticketed by LH, sold by Expedia. When I found that I had to leave early, I called each party three times and no one was able / willing to help me. Expedia told me that they can't rebook once I took the outbound flight, SAS told me it's an LH Ticket, so I should call them, LH told me it's an SAS flight sold by Expedia so I should call either of them. Major PITA, never again...