Another starting point is ebookers and select 'MORE SEARCH OPTIONS' for multi-hop. I agree that you use the sites for basic research and do not book until you have checked all the options.
One option that I use is to search for the web site of the distant airport and then search that for their carriers and destinations served. You may find out about local lo-cost carriers that are not known over here. THEN look at the schedules of those carriers and, again, that of the next stop. I use a spreadsheet to keep track of the options of time, date and cost. This allows a running total with, as christep points out, the taxes and airport charges.
The main carriers for the Atlantic sector will always offer you onward connections but these might prove to be pricey as they will tend be with legacy carriers, rather than LCCs. Again, us the web site of all the possible starting airports in your region to look for the first link in the chain. Even if you take a train to get to the starting point - depending upon cost of that ticket, it might be cheaper.
With regards to 'security', as long as you have valid documentation and passports/visas where required?? If unsure, contact the Canadian High Commission in London. When making connections, make sure that you have enough time. If you are going to be making the next sector on the same day that you arrive, be sure to allow MORE time than you could think of. This is particularly the case if you use different carriers.