We always book our air fare separately, which is generally significantly less expensive. But like the PP mentioned it depends on where you are flying from and to. If we were doing a Mediterranean cruise, we might be more inclined to book the air fare with the cruise line.
One thing we keep in mind is if you do book flights separately to get insurance on the them as the cruise insurance won't cover you if there is a problem involving the flights. I've run into this a couple of times when I couldn't fly home after debarking due to snow storms at home. If you pay for the flights with a credit card, check to see if it provides insurance.