We too book our own fair. For a family of four we more than save the cost of a hotel night which allows us to do the "day early" thing and not have to worry about loosing the safety of a ship booked flight. (Them getting you to the ship if your flight is late)
I have never seen a cruise line booked airfare that is cheaper than self booked, but I have seen them be very close.
Carnival Cruise Lines:
Fantasy 90, Celebration 95, Victory 05, Conquest 05, Spirit 6/06, Freedom 6/08, Holiday 7/08, Victory 6/09, Valor 9/09, Dream 6/10, Splendor 8/10,Conquest 8/11,Magic 11/11,Triumph 4/12,Spirit 7/12,Freedom 11/12, Triumph 2/13 - The fire cruise
NCL Dream October 2006, RCCL Mariner OTS June 2007