This is one of those things where you have to decide how much the convenience is worth. On our previous two adventures we did everything through Disney (I have a friend who was in the travel biz for years and still keeps her "credentials" up for advice) because we were doing a land/sea combo.
This next trip is sea only so we started doing some research. It didn't take us long to discover (at least from our area) that we weren't going to save much on airfare booking our own flights. As much as DH likes being online and researching stuff, travel info was driving us both crazy. It changes all the time - so we did it all through Disney, flying in a day early and staying right at the airport. For us the convenience was worth it.
The only other option we seriously considered was getting in two days early and doing the car rental with a drop at the port so we could see Cape Canaveral, but DS won't be home from football camp until Thursday evening. As it is we're hoping that flight isn't too early!