I'm feeling sorry for Peter...
I don't know any agents in Playa-but I used to be a travel agent in another life (10 years ago). I do know that they don't get commission for booking airlines at least here in the states, so many TAs here charge a fee just to look for you ($20.00USD or higher).
There are NO good online sites to check leaving from CUN Mexico...EDIT: That I can read anyway:-)...See Clau's post next page...
If you fly Iceland Air, you will need to book a RT ticket to one of the major cities in the states (BWI, BOS, JFK, MSP, ORL)and then from there take Iceland Air (IA) from the US to Iceland. There are some good fares from those cities to Iceland.
http://www.icelandair.com/main/view.jsp?branch=5393337
My guess is that if you can also find inexpensive fares to Europe from CUN, you can get to Iceland from there, by booking two RT fares (one on IA from a major EU city). Give yourself 3-5 hours between flights.
Another thought is that you go to Belize or similar and then take a flight to Europe from there.
I will also assume that either you are a Mexican citizen or a citizen of Iceland. Either way, make sure that if you book the way I decribed above, that you have the proper visas for each place that you land. Also be aware that you will go through customs if you land here in the US before going on to Iceland-both times. That is why I suggest 3-5 hours between flights. Carry-on baggage is the way to go too. That way you don't need to wait for luggage at each stop.
I hope this helps...?