About once a year I wind up with some crazy itinerary like EDI-DPS or ITO-NBO where NWA.com says "You crazy, bro, get outta here." I take it to Expedia, which says, "You crazy, bro, but I can help you, for a price..." which of course is an exorbitant amount. Splitting the itinerary promptly chops 1/3 to 1/2 off that crazy price Expedia has come up with.
Of course, I tend to split it somewhere I've got friends or family to visit, or split it somewhere I can get a quick round-trip to somewhere I've got friends or family to visit, thus getting a lot more bang for my buck.