zrs70 - I see your point about getting the extra segment by reserving each leg as an individual flight, but mileage-wise it will be the same unless a segment is less than 500 miles, which is the minimum AA gives.
Mileage wise - One may be able to reserve on line using AA.com but I know over the phone the agents can not get two different seat assignments on the same one reservation when the flights both have the same flight number. The computer system will not let them end the reservation until both flight segments are merged in to one segment showing the same flight number. Hmmm.