If you are travelling a long distance with several connecting flights, for some reason some on-line travel systems often give really high prices. It seems that the systems are less intelligent in finding a good fare the more complex the journey is. I've noticed that it pays to check several routing alternatives and in some cases buying the different legs of the journey separately. I think the online systems work on a very simplified logic, and for example if I look at a price from Finland to NZ, all systems start to route me either through Asia (Finnair's standard price flights) or through Central Europe, and don't realise the via London option at all. The systems also don't necessarily recognise the best deals available and use the standard rates (i.e. those that you pay if you want to be able to change the tickets), and they're normally at least double the price of the fixed date special offer tickets.
An example:
When I was searching for flights from Finland to Wellington for our recce, if I made the search for the whole journey, most of the online travel agencies routed the flights in the following way: Finnair standard ticket to Asia, airline X standard ticket from Asia to Auckland/Sydney and Qantas/Air NZ to Wellington. The price was, depending on the date, up to 5,000 euros per person!
Then I asked the same systems to find me a flight from London to Wellington, and the price dropped to 750-800 euros with Air NZ special offer fare (either through LAX or HK). Then I asked the same system to find me a connecting flight from Finland to London, and the cheapest one I got was 120 euros. So in the end we paid around 900 euros total for return tickets from Finland to Wellington -4100 euros less than with the other routing! We did have to go through London instead of flying directly to Asia, but because of the direct Air NZ flight, the total travel time wasn't any longer than with the horribly expensive routing options because we didn't need to change planes.
As long as you leave enough time for stopovers and use the same alliance, connecting flights on different tickets aren't usually a problem. We were able to check in our bags in Wellington all the way through to Helsinki even though we had the LHR-HEL leg with a different ticket. But since we flew with the same airline alliance, there was no problem.
I don't know what the logic behind this ticketing insanity is, but it looks like the systems recognise special fares only if there are not too many connecting flights in the same search, and that they use certain default routes even if they're more expensive. I've also found out that from Europe to NZ the best rates can often be found on the airlines' own web sites. So before you accept a ridiculously high price, try breaking the journey into shorter parts and check every part separately. In our case it certainly paid off!
EOI submitted 18/5/2009 (150 points, no job offer)
EOI selected 20/5/2009
ITA arrived 17/6/2009
ITA submitted 1/10/2009
PR approved 22/2/2010
Wellington 16/5/2010!