Cape Air Airlines has flights to Martha's Vineyard and many other locations in New England, as well as the Caribbean, Florida, and New York.
If you want to fly to Martha's Vineyard, they are a great option (assuming you live near one of their service locations)
In fact, in 2004 Cape Air was awarded Best Airline on the Island for Martha's Vineyard.
Keep in mind, this is a small airline (relative to the majors) and many of their flights are "short" distance, so, they have small planes...Cessna 402s...don't expect a 747 !
If you plan to travel frequently on Cape Air, they offer discounted ticket booklets. You pay for 10 tickets at a time and receive a discounted price.
Book your flight on the Cape Air website