I very nearly got burnt by this many moons ago: Booked the evening U2 from LGW to INV, with the intention of then going BA INV-LHR-ORD the next morning.

There were some thunderstorms over the South of England and the departure time slipped first by 30 mins, then another hour, around 10pm the flight was cancelled. At that point there was no other option to get to INV.

Since then any separate ticket outbound includes a city break for me. Makes life more relaxed, and usually adds an interesting place to the itinerary. On the return I am more relaxed because the damage of things going wrong tends to be a few hundred, not a few thousand.