There's something that is not allowed by many airline rules but won't be punished if done rarely. If you do it a lot, the airline can punish you by seizing miles and sending you a bill.

On the return, some other cities are sometimes cheaper.....Houston? San Antonio? Tulsa? Little Rock? If so and you fly on AA, you can get off the plane at DFW and RUN VERY FAST SO THEY WON'T CATCH YOU and never get on the connecting flight to Little Rock or other city.