For local flights I always book through Travelstart. When I am in the planning stages of booking an overseas trip, I use Travelstart to get an idea of prices, carriers, routes, best dates etc. Then, once I am settled on dates and destinations, I shop around. I always make a point of checking Emirates and Qatar airlines as these two fly direct from Durban, we've had good experiences with them and they are usually competitively priced.
Booking online is really straight-forward, you get to choose your seats, and meals, exactly the same as you would if booking through an agent, and you print your ticket at home. You still need to check-in online and print your boarding pass beforehand, as you would if you booked through an agent.
Obviously you need to be meticulous with details, making sure your dates and destinations are correct. I heard a horror story of someone booking a flight to London, Canada instead of London, UK - now there's an expensive mistake! Ensure that you are flying into and out of the correct airport - for example you don't want to fly into Lanseria airport if you are flying out of O R Tambo a couple of hours later. It's also important to give yourself enough time in transit. But, provided you are careful, there is really nothing scary about it at all.