1) I have done back-to-back ticketing literally, honestly, dozens if not scores of times.

2) It has been less necessary in recent years, thanks to the Southwest Effect and that of other LCCs. (For instance, back in the day, the lowest BOS-ORD RT was $869, for years. And transcon, it was usually the difference between $1,400 - sometimes $2,000 - and ~$200. Make that ~$400 for the two RT tickets.)

3) A travel agent will not do it for you.

I do not feel any guilt whatsoever if I'm doing the best that's left to me vs. monopolistic pricing.