I usually go to kayak first, and it works well, but it is always a good idea to shop around as it sometimes can miss some good options. It does however give me an idea which airlines to look closer at and does a very good job finding me good itineraries most of the time.

Sometimes, if I know what fare should be available I might have to search segment by segment to find flights that will price out right, and it is not necessarily a matter of obscure routings, e.g. last year I booked a one way SEA-SFO-ORD for a good price which surprisingly did not show up on any search engine unless I booked it as a multi-city. The search engines simply aren't perfect.

Also, there are plenty of LCCs that will not show up on a kayak search.