Many times I was able to save quite a lot of money by flying into the Newark, NJ airport instead of into a New York airport, despite of the fact that they are about the same distance from my destination in New York City. Recently I saved $200 by flying into Philadelphia instead of Atlantic City, then I simply took a $6 train ride (it took 1.5 hours) to Atlantic City. Travelocity and Orbitz sites provide the feature to automatically search neighboring airports for you. You might also want to check out Kayak as it assumes you want to search nearby airports, and it gives you a handy list of the prices for each airport it finds.