Direct flights (all 5 of them pretty much daily) will be a big chunk more expensive then. BA & Qantas flights go onto Sydney, so often booked up for that reason, Thai are full, leaving EVA Air who jump their prices up.
However, indirect is not a bad option if you choose your connection well. I did Abu Dhabi (on Etihad) couple of weeks ago, and it stretches your journey time by 2/3 hours compared to a non-stop flight which isn't bad. It's only if you get a bad connection, or fly past your destination and back (i.e. Singapore, China, Hong Kong) that you can really pile on the hours.
If you see a cheap, good connecting flight with these, I'd say you'll be doing well (in order of my preference!) - Qatar, Etihad, Emirates. Triple check if you see a good Emirates fare - a good connection is around 14-15 hours. Sometimes, if you are online listing by price it might show a total flight time of 23/24 hours as they have so many flights.
European Airlines (Lufthansa, Swiss, Air France, KLM) can be quicker, but I'm not a big fan of European airlines, and wouldn't expect them to be cheaper.