Indeed. Consolidators sell bulk fares. Travelocity, Expedia...are distributors.
I would check both, since often their rates come up cheaper than airlines.
OTOH, for the same fare, it's best to book on the airline site (sometimes get extra miles, always no booking fees...)

Check airline specific trheads for referrals to consolidators that sell bulk fares and still earn you miles/perks. They mostly work for international travel: there is so much competition on domestic routes that nobody can squeeze more out of the current fares....at least from most big cities.

In my experience consolidators do very well on short notice (less than 7 days) intenrational travel. In most other cases, some patience, and some knowledge from FT got me the best deal on airline or distriutor's sites.