Airline reservations.

The least expensive or the actual airline's website using the multi-city option. Except for liquidators/consolidators, most major online sites are about the same. Orbitz sometimes sells "phantom" fares that have disappeared from other sites, so they can be a good place to check. Usual disclaimers apply: YMMV, IMHO.

I use http://www.kayak.com/ or http://matrix.itasoftware.com/ to research flights, then book directly with the airline, unless I get a much better fare from somewhere else. I've used CheapTickets and Flights-to-Europe.com with no problems. Use the "multi-city" option on any website to find your tickets. Don't try to get two one-way tickets - that's much more expensive.

Most major U.S. airlines can do this for you. We just booked going into Venice and out of Rome. We've done other similar arrangements over the years. Often times, the airlines will use their partner airlines for portions of the routing. For example, I see a R/T flight on American Airlines from AUS to GVA and a return from MAD to AUS for $1339 on www.kayak.com for next June. You will go through DFW. Alternatively, I saw a similar flight with DFW as the originating and ending airport for $951 also on American. As mentioned above, check out options on www.kayak.com and call the airline. Most times, they will match the fare.

I always check at least two or three of the travel sites like Priceline, Orbitz or Kayak as suggested above, though I think Kayak actually sends you to other sites of I remember correctly and while that is great the first few times to get a feel for them I find it annoying because it opens so many windows and I have usually checked most already. But I always then check the airline directly before actually booking. These other sites pull flights from several airlines and you will find that while they will have some of the same but some airlines will only show up on certain sites as well which is why you want to check out a few. They are great for collecting all the info about the flights available to your destination and the options for connections, they also often have better deals than the airline site but not always so once you have an idea of who you want to fly with always check them directly. The other thing to watch is that you are more likely (which doesn't mean likely) to get a mix of airlines (so changing terminals and shifting responsibility in the event of issues) and not always "partner" airlines. This isn't necessarily a big deal but it can depend on the trip so just be aware of that. If the same combo comes up on the airlines site you are probably fine. Some and maybe all now I'm not sure, let you buy the tickets and get a total refund if you cancel within 24hrs now. This can be very helpful when shopping price and or route. You can grab a good deal and still have a little time to make sure it's the best choice for you. This is my experience anyway, good luck and have a great trip!

I'm with Harold on his sources for flights. I keep the ITA website on my Bookmarks and use it constantly. It can be filtered to show on a calendar the fares day by day, and you can book open jawed flights there. Beware that summer airfares as presently posted are at a all time high. If you can go before June 1st or after 9/1, fares may be better. I usually go on 3/30, but this year the flights increase 3/21. I prefer to not go to Europe in Summer, as European air conditioning is often not up to our standards. Sometimes, a/c is not even available in some places. When flights are as expensive as they are today, you'd do best to wait until 60 days prior to your trip to shop for tickets.

The advice to wait until 60 days out from your trip for better airfares is outdated. There is no longer a "schedule" by which fares rise and fall. The best advice is just to sign up with various websites' fare alerts and keep checking Kayak, etc. to see how fares are running. Once you know what the current price range is, you will be better able to recognize a good deal when you see one. Be ready to purchase as soon as you see one you like. Waiting till 60 days out is risky, as evidenced by recent posters here who did just that. They bypassed good prices and found prices higher, instead of lower, nearer to that 60 day window.

I have been doing my own travel plans for years. And mostly to Europe. I find the best deals are directly with the airlines. I check them all. If you fly their route you get a better deal. If you want to go to Europe next summer the best deals that are not last minute I usually find end of January into February. Just know that over the years the prices have gone up and up and they are pretty high these day. But at least you will get decent seats and most will upgrade you to a roomier seat for a bit more. And you are more protected going through the airlines. All these travel sights are middle men and you are stuck with them working it out for you if something goes wrong.