Accommodation may be cheaper in Sep/Oct, but air flight tickets certainly aren't! There is no national airline at the present (Lithuanian Airlines went bust in Jan 2009), and Air Baltic only does connecting flights via Riga (Latvia). It can also be expensive to fly Ryanair, as it lands in Kaunas, a city 100km away from the capital Vilnius.
Have a look at Air Lingus, they are introducing flights to Vilnius as of this autumn. Have fun!