This is what I do to try and get the best deal.

1. Find a cruise that interests me ... on Cruiseplum naturally ... check out the blatant plug!

2. Visit the cruise line site to see if they've got freebies on the cruise, e.g., onboard credit, free drinks, etc. Also check to see if there's a residency or loyalty rate.

3. Check out the same cruise at a couple of the larger generalist OTAs and a couple of the cruise-focused agencies.

In my experience, the agency prices are the same as the cruise line. I've been told that agencies, on occasion, have a group rate for a particular voyage and can offer cheaper prices, but I've never personally seen it on any of the quotes I've gotten.

The freebies that the cruise line shows in step 2 above (if any) is the baseline, and you should also be able to get those plus something else for going with an agency instead of booking direct. As Nanook mentions, AA/UA/DL/others? have travel agent partners that book cruises and give you miles. Other agents generally give you extra onboard money in some form (directly / included gratuities / etc.) instead of miles.

The OBC from one of the agencies has been my preferred choice, but I've almost gone with the miles bonus a couple of times.