To avoid any accidental or unwitting auto-split of a PNR on a return trip, I now book all my trips as separate one-ways. Makes no difference in price (I travel 99 percent domestically) and removes the chance for many of the headaches others have written about here.
Of course, that means twice as much babysitting of seat assignments, schedule changes, etc. Worth it to me.
To complicate matters further, when it's three of us traveling - me (1P), Mrs. Flavorflav (*S on US) and Master Flavorflav (2P) - I book my wife and I on one PNR and my son by himself on another PNR. Laborious but it maximizes our chances for all three of us to go up front should space be available. All three of us clear more often than you might think. And no, Master Flavorflav never sits by himself. Having his own PNR is nothing more than a strategy to grab the CPU. If just one or two of the three-person party gets the upgrade, usually Mrs. Flavorflav goes up front while Master Flavorflav and I sit in the back.
So we have some round trips where there are four PNRs for three people. The lengths we go to to master the system...