Hopefully I don't add confusion to the mix. But I have seen where a person has purchased a ticket thru (Expedia/cheapo air/Travelocity/etc) that shows Seattle to Denver, Denver to LAX using two different airlines. The info the person had gave them no indication that the travel company actually purchased two seperate tickets for each flight. Unfortunately, their first flight cancelled and I could only rebook them to Denver as that was the only ticket I had any control over. I felt for them as they had to wait on hold with the travel company to rebook them. This is not a typical issue. Usually only pops up during high travel/vacation times. That I've experienced anyway.
Just be very aware of your fare. I always suggest checking the carriers' site b/c sometimes they have the same deal or maybe a slightly more expensive option. Sometimes the travel sites offer great deals, but issues arise like the one in the previous paragraph.
One other suggestion, go online to the starting carriers website to check out your reservation. Make sure to put in a phone number and maybe an email address. The travel company doesn't release that info to the carrier, so they are unable to contact you if a cancellation were to happen to confirm a new reservation. Worst case, call the starting carrier and have them add your phone number to your reservation.
As for the ticket stock, I've seen a crazy ticket done on American ticket stock, outbound flights united and alaska and return flights us airways and delta. With all the code share agreements it's really a new world with regard to ticketing.