Going direct is really limiting because you have a choice of 2 scheduled airlines (VA or BA) plus a couple of chartered ones. That basically means they can charge whatever they want.
The airlines are pretty much all the same. We have had good experiences and poor experiences - it's the luck of the draw on the day. The advantage of flying indirect via a US city (or some other cities such as Dublin or a number of large Canadian airports) is that you clear immigration at your first stop. This essentially "reduces" your waiting time to very little.
For example, if you had a direct flight from London to Orlando, that would take you 8 hours 45 minutes. You would then have to clear immigration and customs which you should allow at least 60-90 minutes for. Let's say it's 75 minutes - which takes your total travel time to 10 hours.
If, however, you had an indirect flight from London to Orlando, with a good connection time of 2 hours in a US airport, that would take you 12 hours 30 minutes. However, because you clear immigration and customs at your first stop, you just walk out of the airport in Orlando. This means it's only 2.5 hours more travelling than direct - and usually around half the cost.
Of course, this doesn't work on the way back...!
BUT, you can also save time by reducing travel time to and from your UK departure airport. For example, for us, it saves 1 hour travel in each direction to fly from LHR compared with LGW. This then means the "extra" time spent connecting is "saved" when travelling to/from this UK airport - so our 2.5 hours of extra travelling outbound is actually only 1.5 hours extra.
A bit long but basically - do consider indirect, it's not horrendous (even with AA)!
Worth noting that there are some alliances:
BA, AA, US Airways, Iberia etc. - One World
VA sometimes codeshare with Delta - though not technically in the Star Team (yet)
Delta, KLM, Air France etc. - Star Team
United, Lufthansa, Air Canada etc - Star Alliance
So even if you book with one airline, it's worth checking who your flight is actually with.