I often use "nested tickets" to save money. Nested tickets are quite legal as opposed to "Back to back Tickets"
Often the combined TUS-LAX-NYC fares are significantly lower then TUS-NYC. I have had trips ticked on single and seperate tickets.
Once I saved over $700 with a 7 day advance purchase with the route: TUS-PHX-LAX-CMH-EWR, EWR-PHX-LAX-PHX-TUS. The trip was on one HP ticket, and I stayed on the same plane in and out of LAX!
I figure that I saved about $100 per hour lost on the indirect routing, save $$$ AND get more miles and segments - I love it!
Sometimes I travel on HP to LAX and CO to NYC, and have been able to get checked in (And upgraded) on both tickets in both Tucson and Newark.