U.S. T0 SOUTHERN EUROPE

It depends largely on how many seats are sold on a particular flight. Generally, a shorter flight is going to be cheaper because it requires less fuel. Planes fly a great circle route (the shortest distance between two points on the actual globe, but it looks like an arc on a flat map) which takes them over the north Atlantic. The first big airports you reach in Europe are London, Amsterdam, and Frankfurt. If those fit your itinerary, they are always worth pricing. Planes pay a gate fee to land at airports and some are significantly cheaper than others, which is why low cost airlines avoid the big airports - but those are primarily domestic flights (either in the US or Europe). Other than that, you have to watch for either special fare sales or just look for flights with plenty of seats to sell.

There is no hard fast rule. Use Kayak from Pittsburgh and see. On the destination box enter the airport codes separated by a comma. From the US you are likely to pay less when you fly to major hubs (more competition). So for example, Milan (MXP) will be likely less expensive than Venice (VCE) Since you are going to that area of Europe (basically Alpine region) the largest intercontinental aiport hubs in that area are (in order of annual passengers from bigger to smaller): MUNICH (MUC) - Hub for Lufthansa ZURICH (ZRH) - Hub for Swiss (a subsidiary of Lufthansa) VIENNA (VIE) - Hub for Austrian Airlines (a subsidiary of Lufthansa) MILAN (MXP) - Hub for Alitalia et al. Lufthansa/Swiss/Austrian/United are part of the Star Alliance
Alitalia/Air France-KLM/Delta are part of the Sky Team Alliance. Using Kayak, try to see the price to any of those hubs above. Of course the best price could be with none of the above airlines. For example it is possible that the cheapest price to the above airports might be with British Airways via London. Who knows, you've got to try and shop around. You might want to consider a multi-city (Open Jaw) option also, arriving at one of them and departing from another, to avoid having to go back to the same airport you arrived at. For example you could search, using the multi-city option on kayak, from PIT to ZRH going and from MUC (or VIE) to PIT coming back.

First, please turn off your caps lock. It is the Internet equivalent of SHOUTING. There is simply no longer any logic in airfares. Brad's statement, that shorter flights use less fuel and are therefore less expensive, is quite logical. However, it's no longer true. Lately, I've been finding that JFK to Istanbul on Turkish Air (about 10 hours) is $100 to $300 cheaper than London or Paris (each closer and several hours shorter). This applies even though JFK-CDG and JFK-LHR have much more competition than JFK-IST does. In fall 2011, I found that the cheapest destination in Europe from New York was Warsaw; Krakow was almost as cheap, but Gdasnk was $200 more. Why? Who knows? So, as Roberto says, you have to price all the options (yes it is a lot of work). You can sign up for fare alerts for various routes on Kayak and on the websites of individual airlines. And don't choose the false economy of going to a "cheaper" airport, then having to spend time and money getting to where you really want to be. If you find that starting in Geneva is cheaper than starting in Milan, that's fine for your stated itinerary. But don't go to London, no matter how cheap it is, unless you want to see it on this trip. Along similar lines, an open jaw (multi city) trip is usually most efficient. Even if it costs more than a simple round trip flight (and it doesn't always), you save time and money not backtracking. To find these, use the "multi city" option on Kayak.