I usually price things out on Kayak.com (I LOATHE Travelocity and Orbitz due to the booking fees) and then I skip on over to the airlines' website to see what I can find.

Kayak is great because, unless it's a really bizarre, it usually shows the airlines, even on the multi-airline routes. I've seen a few that were exclusively 3rd party sites, but since loathe those other sites, I stayed far, far away from those ones.