This may come as something of a shock, but most search engines (Lycos, altavista et al) do not actually search the entire web, rather they search a fraction of it, typically rather less than a third. That's why when you put the same search string into different engines, you get different results, which will depend on the sites that the particular engine has on its database.
The idea behind MetaCrawler (www. metacrawler.com) is simple, but very clever. What it does is search the other search engines' databases; meaning that, if you're looking for something particularly obscure, rather than do five or six searches you need only do one. Searches can also be customised, allowing you to exclude search engines, certain types of sites (such as universities) and countries, and the site also offers the usual range of content. So why have six search engines when you could have just one?