I tend to find out who flies where I'm going and go directly to the airline website. I try to use certain airlines, of course, because I can use the miles toward free travel.
We travel to several parts of the world somewhat regularly, so those miles do add up.
The trend now is that individual airline web sites often have the lowest fares. To be a good steward, compare several sites- Expedia is very user friendly.
One thing about Priceline: I tried it a couple of times (naming your price) and it's fun. I saved about $20 on a hotel room and about $15 dollars on a rental car for a presbytery trip (which means the church saved the money in the end). However, I soon got a call from my credit card company saying that my number had been skimmed that day. It could just be a "coincidence" (that was the only time I used my card that day), but it made me a little leery.
I used Hotwire today to book my flight to Classis in Pierre, SD (though I am meeting someone in Watertown)... Saved $50 over Travelocity, Expedia, and Orbitz.
Kayak.com first, then orbitz. Very often, though I just end up going directly to the airline sites that kayak & orbitz show the best prices for and get 'em direct (and often save $5 or $10 because I avoid site fees that some sites charge). Hotels and cars almost always I use hotwire.