You can also consider rtw tickets with one of airline alliances. These tickets can often be quite competitive pricewise when compared to point to point tickets.

Oneworld has the explorer which is segment based (16 maximum segments allowed) that can be purchased in coach, business, or first and can include 3, 4, 5, or 6 continents. The price is different depending upon which country you start in. Many people start in another country so that they can break the trip up by using the ticket to return to their home country and then restart the trip later. More info can be found here:
http://www.oneworld.com/flights/roun...AC6E8D89EDF6A3
You can use the planner here:
https://rtw.oneworld.com/rtw/
The oneworld forum on flyertalk has a great deal of information and knowledgeable posters:
http://www.flyertalk.com/forum/oneworld-411/

Star alliance has a rtw product that is distance based (oneworld also has a distance based ticket called a global explorer). More info can be found on the star alliance forum:
http://www.flyertalk.com/forum/star-alliance-413/

Oneworld also has a number of regional circle multi-continent tickets:
http://www.oneworld.com/flights/mult...930BB30DDD701C