We lived in Mallorca before we moved to Tenerife last year. In the winter season for the last 3 years we have got flights direct with Iberojet here to the South. They only operate from November to February, you pay around 59€ each way. You can find these flights by going to
http://www.iberojet.es and then click on 'ofertas en papel'. The website is in Spanish, i don't know if you speak Spanish or not, but you then just choose your origen (departure point) and then your destino (destiny, arrival point) then you will get a list of special offers that they have, mostly for package holidays but look for SOLO VUELO or SOLO AVION. You will probably have to wait right until the end of October to see any offers direct from here to Palma, and i think they fly on a Friday and a Monday. Hope this helps x Krystina