I get a lot of questions about where to buy online travel. Here are some good sites if you are going e.g. Oslo to the U.S. Check these before buying from a local agency, and make sure you check multiple sites before buying (the average U.S. online travel shopper checks four sites before making a decision).
a.. Travelocity - One of the biggest sites in the US. They can sell you tickets originating from OSL
b.. Expedia - or www.expedia.co.uk (the latter operates out of U.K.)
c.. Kelkoo - - generates search results from multiple sources and present you with the best deals
d.. Kayak - - price-comparison across multiple sites. Supposedly very good.
e.. Hotwire - when originating from Norway, this is a good place to buy hotel in the U.S.
f.. Priceline - - is good for U.S. Hotels. Snag: You will have to buy your room without knowing the brand (but they only carry top brands). Benefit: You can name your own price which the hotel can accept or decline (if they decline you will have to change parameters (star-rating, location etc before bidding again). Requires you to have a U.S. residential address.
Usually you will find deals on these sites which are better than buying directly from the carriers. Also consider buying a low-fare trip to London (try www.norwegian.no) and then fly on from London (or Amsterdam).
Flying with Icelandair is my favorite. You get to stretch your legs at Keflavik after just 2.5 hours, and then you only have a short 4.5 hour trip ahead of you. Their mileage program is great too. If you get a gold card you are automatically entitled to an upgrade to businessclass whenever they are not fully booked. Much better than SAS (their gold card, unlike Icelandair, suffers from lack of competition).
Have a great trip.