Whenever possible, I try to fly nonstop. Because of my size, extended time in airplanes is a major physical annoyance, so the faster I get where I'm going, the better. But if that weren't the case, and I wasn't in a hurry, I might try to get a cheaper fare by using a strategy the airlines hate, called "hidden city ticketing."
Here's an example of how it works: there's a nonstop flight to Las Vegas that costs whatever amount and has no stops along the way. But there's a cheaper fare for the same flight if you book your ticket all the way to the next stop (e.g. Phoenix or San Diego).
Solution: take the cheaper ticket and just get off in Vegas.
As Roger Petersen of Inside Flyer explained on my show, airlines hate when you do this, because they're expecting you to be on that second flight and your absence causes problems. But what can they do about it? For one thing, they can go after a website called SkipLagged, which makes it easier for you to book those "hidden city" itineraries. United Airlines and Orbitz have sued to shut down the site -- and they might try to take punitive action against you, too.
What can they do, and what should you do? Listen, then click here to subscribe to these podcasts via iTunes!