I've done maybe 5 or 6 same-day ex-EUs (non-b2b) but my attitude to risk is becoming less cavalier each time, i.e. I think I'll more than likely stick to b2bs and overnights in future. Thankfully, many of the cheaper starting points (for my typical trips, at least) are wonderful cities to spend a day in beforehand. Specifically this tale of woe in the QR forum made me very nervous about my same-day ex-CPH QR trip a couple of weeks ago!

On the way home, I typically book same day, latest flight home but with SDC flexibility to move forward if feasible.