Pine Belt Regional Airport, Laurel, MS (PIB) ----- 25 Miles, located closer to Hattiesburg, MS, is the closest with commercial flights. You may get a deal but this is usually more expensive than Jackson. I-59 north to Laurel
Meridian, MS (MEI) ----57 Miles, usually about the same price as Pine Belt and serviced by the same carriers. I-59 South to Laurel
Jackson, MS (JAN) ----89 Miles, "Best Bet", 1 1/2 hours, US 49 to Collins, 84 to Laurel. Jackson is the largest and is the one used most often. But you may get a deal out of Gulfport.
Gulfport, MS (GPT) ------102 Miles, I-10 to US 49N to Hattiesburg, I -59 to Laurel
Mobile, AL (MOB)----- 114 Miles, US 98 to Hattiesburg, I-59 to Laurel
New Orleans, LA (MSY) -----140 Miles, 2 1/2 hours, I-59 to Laurel. Southwest has flights to New Orleans.
As for cheapest flight, Who knows from day to day. Pays to shop.