It's against the rules but from what I've seen here, you won't have a problem unless you're a repeat offender. There are stories of people being met at the gate as sited above. I think because it's against the rules, you take a chance that you may not get the miles, your account could be marked, etc.
The reason people are suggesting a 2nd airline is so that AA doesn't realize your intentions ahead of time (or at all). Having both reservations on AA with the same FF# and/or Credit Card could raise a flag.