I check all the sites, Expedia, Travelocity, Orbitz, as well as each airline. For our trip next month, I was able to get $198 direct RT on AA from ORD to MCO. Already booked our trip for next March via the Midwest Express site through Milwaukee for $225 direct from MKE to MCO. Didn't want to chance what they rate may be as we get closer with all the troubles the major carriers are having.
I also subscribe to each sites fare watcher, then get notified by e-mail when a fare goes up or down.