Probably the most common misconception about cruising is that different companies offer different prices. CRUISE LINES ALWAYS DETERMINE THE LOWEST AVAILABLE PRICE and no agency is allowed to sell it for less.
The "deals" you end up seeing will always have to do with onboard credit, reduced deposit, that sort of thing. If they are really offering a lower price, there is a catch. If they are offering you a higher price, it's going in their pocket. That being said, almost every agency advertises the cheapest cabin, based on 2 passengers, and NOT including taxes or port fees.
So for the most part, you can book it wherever you want, with a TA or on Travelocity. However, there are lots of details that will be overlooked: dining times, discounts, deposits, airport transfers, etc. Many of these things cannot be done online, which is where the travel agent comes in.
If you would just prefer to book online, the best search engine I've seen is on CruiseWise.*edited to remove commercial link* It allows you to enter all that info and walks you through it, step by step. Great for first-timers!
Oh, and I would DEFINITELY get there a day early. MANY people miss their cruises and it's a lot of work to get back on.
Hope this helps!