If you ever fly from Seattle or Boston, definitely check out Farecast, which went into public beta today (see previous blog post). The service tells you when to buy your airline tickets based on analysis of prices over time. For example, if you want to go from Seattle to San Francisco on July 12, buy today--prices are only going up.
Hopefully the service will add more cities soon. My big hope, of course, is that the airlines will adopt less byzantine pricing structures. But until they do, Farecast's algorithms can at least give you a fighting chance against them.