I tried asking these questions on the Delta board, but received no responses. This is probably more appropriate to post here:

My family and I are flying next weekend on Delta from BWI to Las Vegas on the $30 each way fares that Delta offered briefly (in error) in late May. We are planning to try standing by for earlier flights on the outbound and later flights on the return.
On the outbound, there is one earlier direct flight (flight 724 9/15/01) on the original routing through CVG that shows some availability (ITN) and several earlier connecting flights through ATL, most of which show they are wide-open. How does standby work with direct and connecting flights? Do you have to standby a second time for the second leg? What if they have the ongoing passengers stay on the direct flight -- would they kick us off? Should I prefer the direct on the original route over the emptier connecting flights? If we fly the original routing, do we retain my reservation for the second leg while we standby for the earlier second leg?

If standing by for later return flights, what happens if you never clear the standby list that day? Do you end up having to pay a change fee for next day travel?

While I don't know the nuances of this with particular respect to flying Delta, I can give you what my experience has been with other airlines. Generally, it's at the gate agent's discretion if they will book you through on a connecting flight. If both flights are wide open, there's a good chance they will do this. I suspect you won't be as successful if you're connecting through a city that wasn't on the original itinerary and the connecting flight looks like it could fill. As for standing by for a later flight that ends up being the following day, it's highly likely you would be charged a change fee. Generally the fee is only waived for standby, same day travel.

There is no harm trying - with the caveat that you'd have to go much earlier than the normal one hour. So, this Saturday try to get there at least an hour before the earlier flight and politely ask the checkin agent if it is possible that you'll could take an earlier flight.