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Indirect flights are the way to go. Although layovers can be a hassle - especially if you have several of them - flying indirectly to your location decreases the total cost of your flight. Direct flights are in high demand, and are therefore made more expensive by airlines. Keep at least one layover open as an option, and prepare to save more money by considering multiple layovers for a single flight.
Fly out on the right day. Sure, leaving on a Friday promptly after work or heading on vacation on a Sunday after a relaxing weekend might be ideal, but it turns out these are the absolute worst times to fly. High air traffic on these days means that airlines jack up the prices. Plan your flights so that you depart on a Wednesday if possible, followed by a Tuesday or a Saturday. Mid week departures are the slowest, so carriers know they will have to accept lower costs in order to fill their seats.