Convenience, and of course direct or non-stop flights are better because you do not want to add unnecessary hours to the ones a flight to Israel already have. Needless to say, not necessarily direct flights should be more expensive; it all depends on which airline you fly.
There are several airlines that serve the international airport of Tel Aviv in Israel departing non-stop directly from the United States, among them are Continental Airlines with its comfortable and affordable flights from Newark, Us Airways departing from Philadelphia, Delta Airlines which flies directly from JFK also offers cheap flights to Israel often, making Delta the great contender to the best airline to fly Israel, and Israel's own El Al airlines taking off from JFK, LAX and Canada airports.
If departing from other countries, you may want to consider flying some other airlines.
Among European lines flying to Tel Aviv are Lufthansa, British Airways, Swiss Air, Alitalia and El Al serving many worldwide airports with flights to Israel's Tel Aviv International airport. Israeli airline El Al is by far the best airline to fly, as it serves multiple airports in the world with non-stop flights towards Israel, its only drawback is that it does not fly on Saturdays due to Jewish precept of keeping the Sabbath.