Richard:

I agree, use the multiple destinations feature of ITN, Expedia, etc.

I also would suggest that you look carefully at the fare rules for the airline/fare you are considering and check the permitted routing.

I flew from DTW to SFO last summer. I could have taken a nonstop, but decided to try a rather convoluted routing and get a few extra miles. I went DTW - MEM - MKE - MSP - SFO on the way out and SFO - MSP - MEM - DTW on the way back. No problems, except the return was tough to schedule in one day. Also, the attendant at the check-in counter in Detroit thought I was crazy (she might be correct).