Which is the cheaper city within the US from which to flight, and which is the cheapest to land in Europe?
Check with www.airberlin.com and www.condor.de (English on the top right hand side where it says "Deutsch" per default) for lights from Cancun or the US to Germany and other European destinations. They're usually pretty cheap... There also are cheap flights on Singapore Airlines from New York JFK to Frankfurt...
Greetings
That really depends on the date your are flying, the airline your are flying and where you are flying to and from.
Also, if you aren't a US citizen, do you want the hassle of connecting via the US...i.e. immigrations, customs, rechecking bags...
The other thing is that cost is only one factor - you need to trade off cost vs. the convenience of the destination airport, the chance of a nasty transfer experience, bad weather, a bad airline etc.
Kate