I went through this a few years ago. My advice:
1) I strongly suggest at least starting with Southwest, which is usually going to be cheapest. Also, you have the option of changing flights in case you need to reschedule. Once you have any date for something, book the flight on Southwest, and change to another carrier if you find something cheaper and your trip is set. You may find yourself cancelling flights in if you've gotten your 10+ interviews and don't really want to make the trek out to Michigan or something for a January interview.

2) Try to cluster things as much as possible. Figure out when programs tend to interview and which ones you really want to go to. For me, most of the California programs interviewed late while the midwest started early and east coast was somewhere in the middle. I made two extended trips east, going through Chicago, Texas, and North Carolina for one and Philly, Boston, New York, and Miami for the other. If things work out well, you could potentially take the train up and down the east coast.

3) Since things go through the match, interviewing early is not critical like it is for med school where they have rolling admissions. Work with the residency coordinators; they are often very helpful in moving things around and are willing to let you know if something opens up in a more preferred time frame. Again, Southwest and their flexible terms are your best friend.

4) I would consider setting an early wake-up alarm each morning (like 5 or 6 AM even if you are on an easy 4th year rotation) to check your e-mail, and in the event you don't have very reliable e-mail access, figure that out. Being on the west coast sucks when the program coordinators send out their invites in a batch at 7:30 a.m. Eastern and you call right when you wake up at 7:30 a.m. Pacific only to hear all the preferred spots had been taken in the last 3 hours. This depends on your residency, though; if it's internal medicine this is much less likely to be an issue than say orthopedics, ophthalmology, or something with smaller programs.

5) You're poor now but where you go for residency determines the next 3-5 or more years of your life and can significantly impact your career. Not that you're doing this but don't let a few hundred bucks adversely affect your interviews (e.g. taking a red-eye to the east coast for a morning interview because it's cheaper if you don't function well when jet lagged on little sleep).