For cheap US fares other than JetBlue and Southwest, you can try:

Spirit (Detroit hub)
www.spiritair.com

Independence Air (Wash, DC hub)
www.flyi.com

AirTran (Atlanta hub)
www.airtran.com

Frontier Airlines (Denver hub)
www.frontierairlines.com/
Never used them but looks ok...

These might not to go the exact places you are searching for but might help in the future. I've flown Spirit and AirTran several times and gotten great deals.

Another good idea is to sign up for airlines' newsletters, like SuperSavers weekend getaway fares or last minute fares and stuff like that. I get them all the time from US Airways, United, etc etc. and they sometimes have great deals.

I think there's some really sound advice here from most people, including the one that pertains to sidestep.com. I feel this program is really good, it's non intrusive and consolidates the best airline prices from various websites. Contrary to popular opinion, Southwest is NOT the cheapest for all destinations across the US. They have weird flying rules especially if you're transiting through TX and they don't fly to major cities in all the states. The other thing is their absolutely ridiculous "first come, first served" seating assignment at the GATE!! This causes a worse commotion than the opening of Filene's doors on thanksgiving day!
One very important tip that I can give you is that tickets are ALWAYS cheaper on Wednesday night (start around 9:00PM EST) or Thursday nights if you're buying on the internet using Expedia or directly through the airline's website. Any other day of the week, be ready to pay a premium of at least $35.00 on the same flights. Weird, but most definitely true from my own experience.
On the whole though, (Ms.) Mr. bigles, you're right; the "discount" airline industry in the US is just not as economical as that in Europe; that is just a fact of life!

I prefer qixo.com to SideStep. You don't have to install a program to use it.

Here is an article from the Washington Post where this very subject was discussed. Not only that, but the author had the smart idea to quote BootsnAll member (and all-around stud muffin) Joe Ehrlich about his opinion.

LA to Fort Lauderdale some 2450 miles for £63.
You can't touch that in Europe. Try London / Moscow, or London / Cairo and see what you can find.

Yes, you are being silly.

Hmm...

Nobody mentioned JetBlue, which does come up with some very good fares.

I've also used http://www.airlineconsolidator.com/ and been pretty happy with them.

If you are on the ground in the US (especially NYC), check out the travel sections of the newspapers. A lot of consolidators only advertise in print.