Direct Flights Mileage and Upgrades
I've twice been able to book a direct flight and have it show up as two separate legs in the upgrade summary, which has the negative of requiring potentially more stickers (unless you're an EXP), but the positive of receiving mileage individually and having the upgrades clear separately (or in my case, only upgrading one of the segments). I've been able to do this by using the multi-city booking option, and by entering each leg of the direct flight separtely. I remember reading this tip somewhere here on FT. Also, in both cases the itinerary did not price differently (e.g. the fare was not split).
N.B.: In both cases I've had problems selecting seats online for the two segments separately and had to speak with a CSR over the phone.