Going to Vegas from SFO. The flight is MUCH cheaper if I book departing SFO-Las, and return with LAS-SFO-MRY (Monterey, which is 2 hours south of SFO).

Will there be any repercussions if I skip the SFO-MRY leg, because I want to be in SFO? Should I tell them when I get off at SFO that I won't be coming back? Advice?

Oh, and it's a connecting flight - that means I'll definitely have a chance to get off the plane in SFO, right?

Thanks in advance!