There was Lucky's (I think) suggestion some time ago regarding avoiding a gate check. When asked your final destination, give something absurd. Pick a small African country, some out of the way Asian airport, etc. Odds are the agent won't know the IATA code and they have no way to know if you're being honest - maybe you're connecting on a separate AA ticket in MIA with no time for bag retrieval.

Let's not discuss the ethics of doing this.