Do NOT even think about canceling your trip just because you have never fown internationally before!! Even the most seasoned flyers were first time flyers at some point.
Personally I would fly a non-US airline and connect in Europe, but perhaps in your case a US connection would be better!!
There is no real "trick" to getting cheap airfare. I might have missed this (reading on a Blackberry) but do you have set dates? The fall is typically much cheaper and I have been successful getting transatlantic flights for cheap in the off season. I'm heading to Madrid for a long weekend in 2 weeks for $460 with taxes with an upgrade to Business!!!
Post some more details of your trip (dates, # of people going,
budget) and I'll see what I can find.
Read up on these boards and
www.flyertalk.com and you should be quite prepared for your first international trip!!