I usually go to two places over the holidays. Boston and then directly to somewhere warm. I often book 3 one ways. Last Christmas: BNA-BOS (was on DL but schedule changes made me switch to Jet Blue). BOS-CUN (surprisingly cheap non stop first class on DL 2 days after Christmas), CUN-BNA after New Years (price for first class was too outrageous, so in coach).

Think of it this way, 2 one ways give you a lot more flexibility. If DL does a schedule change (as they often do) and there is a better flight on another airline, you can just switch the one segment without changing the entire trip.

Having two one ways that end up being a lot cheaper than a multi-city is a fortuitous event, I often find the opposite. Go for it!