Finding best plane / hotel / rental car deals

Me and my fiance are looking into taking a trip to NJ, specifically Atlantic City to visit family next month. We have never booked a flight, hotel, or even rented a car before and I'm asking from the SDers your advice on where to look for the best deals and anything I should watch out for to not get hammered with.

Is it better if we get them separately or altogether?

If so, what sites would you recommend that are reputable and can strike the best deals out of?

We are looking at basically departing on a wednesday night and returning either sunday night or really early monday morning in time for me to get back to work.

We live right near Tampa, so we would like to take an airport near by, even Orlando if the deal is good enough.

We have a costco membership so I'm not sure if we can apply that towards the rental car. We have no preference on the car honestly.

Any other info, please request.