I'm in favour of getting the lowest price for tickets, but not at any expense. For instance, if you use comparison sites such as momondo.com, you will find online travel agencies with low prices but also with less than optimal terms and conditions. I tend to use airlines' own booking engines or I revert to booking sites that I'm quite certain are financially healthy, such as the ones that are part of the Dutch company Travix.
When trying to book bus tickets in far away countries, you might encounter unsecured sites that provide an English interface - until you reach an error message that's just in Thai. I just found the decent looking 12go.asia which actually let me book my Chiang Mai - Chiang Rai bus tickets on Green Bus Thailand in a decent way. I don't know their mark-up, but getting two 'VIP bus' returns for a more than three hour journey for two persons under 40 euros won't break the bank.
It seems that they don't have these tickets available 'real time' so I have to wait a few weeks before I get the final confirmation, but I prefer this to getting to a local travel office and seeing if seats are still available. I understand that other people regard this as part of the experience, but I'd rather spend my time on sightseeing than on making local arrangements.