It depends. Often, there is hardly any difference. A random search for a few dates shows 117 euro at Aegean direct, and various OTA's charging slightly less with Tripair being the cheapest at 109 euro. Note that OTA's charge difference prices depending on your search engine: When coming from Momondo (rather than Skyscanner) the same flight is 113 euro at Tripair.

However sometimes there are promotions that may be worth your while. Often these are related to coupon codes, or general discount-days. For example Airtickets had a promo late last year that offered 20 euro off when you paid with mastercard. So a 55 euro Aegean one-way ticket (40% off sale) became 35 euro. Back then they even had domestic flights for <10 euro. That is quite a lot of savings.

Another one that works well is Travix which operates a whole range of OTA websites. These are reliable and every now and then offer 25 euro discount. That offsets their booking fees and allows to book flights at the prices shown in their search results. Those are generally 10-20 euro under the airline price.

But, booking through OTA's can have disadvantages, this thread being a prime example of that. Things can go wrong, and, you will almost always be less flexible if you want to do changes. There are exceptions (These airtickets Aegean tickets can simply be changed online at the Aegean website for example), but, you can have bad luck and end up with a ticket that is not changeable. Or only changeable if you pay an additional 50 euro to the OTA. Or you have to deal with an expensive 0900 number for support, etc.

Personally I often use OTA's if the savings are large enough, and the flight is straightforward. And at these prices I don't mind. From the 15 (or so) one-way flights I booked with airtickets I have probably not used 5 or so - simply because it was not worth investing 60 euro change-fees into a 35 euro GoLight ticket. A new ticket is often cheaper (or around the same price).