Hi,
I'm planning a two-week vacation in Spain. I'm thinking of visiting a few cities, some of which Barcelona, Madrid, Grenada, Seville, and maybe Porto, Portugal. I wonder how to manage my travels and whether I should use a traditional travel agent or should I book the tickets myself online. The thing is the only site offering multi-city search I found is www.lessno.com
All the other boooking sites I know do not have this feature I have to book the tickets one by one..
Could you tell me any other websites supporting multi-city search so I could compare them.. ?

Both Orbitz and Travelocity have multi-city flight options.

www.kayak.com is a great site can search on multi-city searchs.

Also try: http://matrix.itasoftware.com/cvg/dispatch/

Expedia.com supports multiple destinations.

If you buy a multi-leg ticket and miss any of the flights, the remainder of the entire ticket will be cancelled.

I think a safer, and more scenic, strategy would be to get an open jaw ticket (fly into one destination, and home from another) and arrange all your intervening travel separately. This gives you some flexibility if you want to alter your itinerary. My personal preference for scenic travel is to take a train, or even a bus, so you can enjoy some of the views and perhaps even mingle with some locals. Some people like to rent a car for such travel, but I like to leave the driving to others. And there are a lot of discount airlines, if you need speed and can meet their often-restrictive luggage conditions.

An open jaw is also booked with a multi-city option on the web sites listed above.