I'm going to chicago on June 30 - July 2. I am trying to find the cheapest way to get there from Rochester, and what I've seen is that by getting tickets to MKE I can save about 100 bucks(255 vs 382 on united) on each ticket, and I change planes at ORD! @:-) Why is it so much cheaper to go to MKE from ROC when I have to change planes in chicago? Would it be possible to just get the tickets to MKE and leave the plane in chicago and then print out my tickets and get on the connecting flight in chicago on the way home and just skip the flights to and from milwaukee? I will have only carry on luggage, so having my bags arrive in milwaukee wouldn't be an issue, but I'm not sure if they will allow me to use this 'loophole' to my advantage. Any advice?