D.C.
I do the same as Melissa K. I go to Kayak.com to search for the best flights - they compare all the airlines and flights except Southwest.
Kayak doesn't give you the flights/prices for Southwest. So I look at Southwest's website to see their flights separately, and compare them to what I found on Kayak to see which is better. Those two sites are the only ones I need to find my flights, usually.
Once I've identified what flights I want, I write down the airline and flight numbers, and go to that specific airline's website to book.