The key is to shop around different airports. When I flew from the East Coast, I actually found 1 connection flights cheaper from my regional airport than flying direct through Atlanta or Charlotte. In 2006, I paid $900rt The direct flights were like $300 more from ATL.
They also say you can shop different days of the week and get different prices. I think Monday-Tuesday nights are the cheapest days of the week to book your trip (no matter when you actually fly), if that applies anymore...
BoomerD's post is a good example of what to check, but you can typically find the airlines that are the cheapest...then find out who they partner with and setup a trip. Island to Island airfare is usually $60-100 a ticket. I flew into Honolulu, then caught another flight to Kauai. Flying direct to the island you want to be on is hit or miss long-distance without doing a West Coast connection....far more options from LAX and SFO.