I have gone through a number of phases in my use of online travel sites. In my first phase I used Expedia for pretty much everything. It worked, provided decent prices and a good selection of options, and it meant giving my credit card to only one company.
After a while, however, I realized that most of my travel was on the same flights to the same places, so I could book the flights direct. Given that most of the flying was north-south on the west coast I began booking things directly on the Alaska Airlines site. It gave me a discount for booking directly, and it was where I was usually going to end up anyway.
Now, however, things are changing again. I find myself using search sites, but instead of Expedia I’m mostly using Sidestep. It’s a combination of things, but it’s mostly that it has a better interface and that it finds more (cheaper) travel options. And while Sidestep isn’t really an Ajax app, it has some of the best qualities of that sort of thing, with a responsive-feeling interface where you can do some nice filtering of the results along meaningful and useful dimensions, like bracketed departures times, and so on.
What intrigues me in all of this is that I have gone from search, to vendor sites, back to search again over time. I wonder if that is true for me people than me in the travel category.