What I usually do is first check expedia.com and travelocity.com to get ballpark figures and a list of most of the airlines that go where I want to travel. If it’s domestic US I then go to southwest.com and jetblue.com, as their fares don’t come up on those sites. I then do as b has just said and check each airline, as many times they post a better price. I also sign up for sale notifications from the airlines that I am interested in. Southwest has one called DING that notifies you daily of sales. Each airline has their own system of pricing and sales. Sometimes it is better to purchase in advance, others have better prices at the last minute. Be sure to read all of the rules concerning refunds. I fly SWA a lot because they have a cancellation policy that suits my needs better. Even on their non-refundable tickets, you can get credit for a flight within a year of booking, should you need to cancel. They will also give you credit if you find a cheaper fare at a later date should you find one online.