Travelocity is fine and I probably use them the most, but I always look at several airline sites before I book. I rarely have any luck going directly to the airline website unless it is Southwest because they do not sell tickets through online agencies. I always check southwest.com though because sometimes they have the lowest price and you wouldn't know it unless you went there. The same is true for JetBlue.
For last minute tickets, I have found Hotwire to be the best because while most sites specialize in cheap tickets with at least two week in advance purchase restrictions they special in selling the final unsold inventory for flights about to take off. The downside is that you have to buy the ticket before you see your itinerary and for the cheapest tickets you may have very long lay-over. But for a direct last minute flight you pay top dollar so it is worth it.
Other sites I use:
OneTravel.com -- they get "whitefare" deals that are often below regular prices.
For European travel the Euro version of Orbitz is called opodo.com