Or, fly into an airport which is regularly discounted, like Providence, Islip NY, or BWI. - good chance that there might be a 1 way available at a discount price.
The reason? Well, these are markets which SouthWest airlines serves, and many, many times Continental, NorthWest and many other airlines match the fares and limitations. I just bought a $99 each way ticket from Providence to Los Angeles, going out on a Tuesday, and returning 2 days later on a Thursday. No Sat. Night stay.. (They were matching the sale by SouthWest, but I believe that sale just ended 4/27)
Summary: Watch SouthWest fare sales, and then book on CO on a route that they serve.