This is known as "hidden city ticketing" and there are a number of threads on these forums about it--- do a quick search if you want all the details--- but the short version, don't do this on your outbound as it will result in the entire itinerary being cancelled. On the way home, you've got nothing to lose by skipping the last segment as long as you've not checked bags (if you have, they will not offload them for you) but don't make a habit of it.