I booked a killer fare United DFW to HNL for February 2015 a few months ago, knowing I'd need to book connecting flights from my airport, GJT at a later date. Right now I wish I hadn't because I could book GJT to HNL for about what this ticket with connecting flight will cost me, without the hassle. I think I will end up using miles for the connecting flights.

If I book a connecting UAL flight to DFW will United put my luggage thru to my final destination, HNL? What if I booked AA to DFW, can my luggage be put thru to my final destination?

I've never done this before, one trip, two PRN numbers and I appreciate any advice.