Regarding the LAS-DAL two-ticket idea, it looks like you have several possible connecting cities at your disposal. MAF and LBB seem to be the cheapest, about $10 less than going though ABQ, ELP, OKC or AUS.
http://www.southwest.com/hotfares/ho...texas.html#dal
http://www.southwest.com/hotfares/hotfares_las.html
Apparently there is no roundtrip purchase requirement.