For airfares, I always check
www.itasoftware.com, and
www.sidestep.com. ITA is great - it allows you to see how all the airlines compare against each other as well as cost trade-offs (e.g., if you are flying from NY to DC, instead of doing like a half dozen searches since there are 3 major airports in each city, you can just do it once to see which airport pair comes out the cheapest.) The only disadvantage with ITA is that you can't book directly on the site. You need to click on "details", grab the booking codes that they provide and then call the airline directly to get that fare.
For hotels and cars, sidestep is also pretty good.