You don't need to buy two one-way tickets to fly LGA to DFW and then HOU to LGA. This is called an open jaw ticket; the price is approximately 1/2 the roundtrip LGA-DFW fare plus 1/2 the roundtrip LGA-HOU fare.
Hopefully you haven't bought roundtrip LGA-HOU tickets yet. Skipping an intermediate flight is almost guaranteed to cancel your remaining flights. Don't do it!
Although your trip does not involve a hidden city (you are actually going to Houston), the right way to fix the problem of price discrimination is through legislation, as discussed here:
Bill in Congress to permit transfer of tickets/hidden cities
[This message has been edited by JS (edited 11-14-2000).]