Terminating journey at an intermediate stop before tktd. end of flight.
 

I know this has been covered hundred times - probably 1000 times - but....

I have a ticket from city 1 through DFW to city 2. I return from city 2 back through DFW to city 3 (which isn't really important). What is important is that I want to get off in DFW and spend the weekend. I will return to city 3 via other means - cheap SWA ticket. I know the airline does not like this but can I just not show up for the last leg. What about checking luggage.

In general, dropping the last leg of an itinerary will not cause any problems. Just don't make a habit of it as the airline could notice and flag your records.

If you do the above, don't check luggage as "short-checking" is no longer permitted by most airlines.