This applies to all holidays but I got my Vegas trip booked this way:
Start at
www.teletext.co.uk and do the searches by destination/venue/etc. See if anything comes up that's worthwhile (some will have websites, most will be phone only but are fine with ABTA/ATOL numbers).
There's also an option on the site to view the teletext TV ads, which will bring up all the specialist companies' deals. After that its a case of phoning round.
I haven't found any method in the last 3 years which brought up a cheaper holiday than this. Expedia/Travelocity are good for flights but generally get pricey when the hotels/cars/etc are added in.
I can't remember the name of the company we eventually booked with this time round but will check out tonight and PM you with the details.
Good luck
Sheriff