Depending on your start/endpoint, segment runs are much better with a connection. i.e.LAS-PHX-LAX; LAX-PHX-LAS is better than LAS-LAX; LAX-LAS.

Note also that you can often do a quick turn even if you can't ticket it. Some years ago I did a same-day segment run RDU-PHL-LGA and return. I was booked for 3 hours in LGA. However when I got there, I found that the plane (I think it was a DASH-8) was turning around back to Philly. So I did an immediate SDC. I left home around 4AM and was back in my apartment in time for a slightly late lunch.