I always reserve round-trip rentals and often return to another location. The trick is to call the rental extension department BEFORE you return the car - even if it's 5 minutes before. I've never had the price go too much higher - usually somewhere in the range of $20-$40/day more.
It may be cheaper, however, to rent one-ways from the beginning. I never know where I'll be going next though, so it's not an option for me.