we've always used orlando. we moved to NY from vero and my MIL still lives there, so she makes the trip often. i dont think W Palm Beach is that much closer. i'm sure the airport is nicer than MCO as the PP said, but we usually try to get a direct flight with little kids and there's nothing direct to palm beach for us.
melbourne would actually be the closest. it's only 30 miles or so away and it would be an easy drive down US1 or A1A.
the cost of flights and layovers would depend on where you're coming from. i would check out all the options when looking for flights and then make your decision from there. good luck.