Personally I always aim to fly the last leg, however I have made a schoolgirl error on an upcoming ex-INV where I've managed to book the INV-LHR leg 24 hours before the LHR-INV... Rectifying my mistake would cost way too much so I'm just going to not take the last leg - but I still feel horribly guilty about doing so because I don't want to a) contribute the airlines removing these cheaper tickets and b) delay the flight leaving because I'm not checked-in/on board.