I always go Priceline. It's always been very nice for my wife and I when we make travle plans. You can get some very good deals.
I also keep an eye on the airlines webpages. Often times, they will have internet only deals, or other specials not available through anyone but them.
I check Orbitz too, usually they have better prices than other online agencies.
Priceline usually first though. I start bidding at incredibly low prices, and even though they say "1 in a million chance" or whatever, I stick with it. I would say that 25% of the time they buy it right there. We booked a few nights stay at a golf resort in Tucson not long ago, and got an excellent room with all amenities for more than half off what anyone else would have charged.