Best way to book flights to/in the US?

Howdy Campers,

I'm currently planning a visit to Canada/US based to spend Christmas with a
friend and New Years at Times Square based on the rough itinerary;
22nd Dec - Sydney to L.A.
23rd Dec - L.A. to Vancouver
29th Dec - Vancouver to New York
4th Jan - New York to Las Vegas
7th Jan - Las Vegas to Sydney (Via L.A.?)

Having never really booked a trip with stop-overs, can anyone advise whether
I'm likely to be better off trying to book a multi-city flight plan with the
stopovers - or just buying a normal return or one way ticket to L.A. and
then just organising the other legs (and return flight) separately?
Obviously, it's not exactly cheap season, so I'm trying to keep the price as
reasonable as possible and I've got a good deal on the table for the first
leg to L.A. that I'd like to book if it's the best way?

Can any seasoned travellers throughout the US recommend whether I should
lock it in and set about looking online for the other legs, or is buying the
one multi-stop ticket usually more cost-effective. Likewise, what timeframe
(ie one week before, three months before etc) is generally the best time to
book the cheapest flights? Finally, can anyone recommend any decent websites
for domestic flights throughout US and Canada?

Any and all help is appreciated.