If buying a ticket for you is as simple as performing a single search and paying, I can equally easily tell you that you are lighting money on fire. There are many better ways to use money. We live in a data driven world where airlines have become extremely adept at finding weakness in fares and changing the rules "on the fly" to raise prices. Here's how to beat their arguably corrupt system and win, as much as humanly possible...

What They've Done

Connections are an inevitability for most travelers. In the past, if a connection was involved, airlines did the logical thing, adding the cost of the individual parts of the journey together making a whole, if that option was cheaper. Basically, if you wanted to buy a ticket for a date that involved an Uber ride and dinner, each different prices, you'd just pay the cost of the Uber ride plus dinner, and the two added up would be your cost for the date. Now they've changed the game, especially on multi city itineraries. Because of the new fare rules, that same date ticket, because it's packaged as whole, is now more expensive, creating the feeling that you're paying for the dinner, the Uber ride and some mysterious thing you don't even know about...

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What You Should Do..

Before booking any ticket, you should pull apart each piece, and search as if you were booking a series of one ways, even if you're just booking a one way ticket. Essentially, to the example, book your Uber ride separately from your dinner, in case they try to lump them together at an unfair mystery rate, which they will totally do. It can save thousands. The best way to go about this is to perform a basic search, finding the price quoted for your destination(s) as one big piece. Once you have a number, price out your itinerary one segment at a time, creating a series of one way flights. The results may shock you.

What If There Are Direct Flights?

On some occasions, if direct flights are expensive, it can also be worth trying to find a city that's cheaper in between you and your destination, which could act as a connection. The sum of the flight from your departure to the connection plus the connection to your intended destination city may be cheaper than just booking the direct flight. It's like saying rather than just pay for an expensive Uber, maybe we'll walk or take the subway a bit of the way to change the journey. The subway plus the new Uber could effectively lower the overall rate. 

Ok Give Me A Real World Example

I want to fly New York to Calgary, Canada then onto to Vancouver before returning to New York and I'm being quoted $875 for the whole trip, with a connection on the way to Calgary and back. I will see where the connections are and then perform a search from New York to the connection, and another separate search from the connection to Calgary and then one more search from Calgary to Vancouver. For the way back, I'll explore fares from Vancouver to New York direct, and also look into piecing together flights from Vancouver to a connection and then a connection onward to New York. More often than not, I may find that the pieces purchased individually  add up to a lower figure than what I'd pay if I just booked it as one. 

Does This Always Work? Are There Risks?

No, this does not always work, sometimes it's more expensive to piece things together than to just take what you see, especially true on certain international flights. On top of that, airlines can punish you when delays, weather and other factors occur when you're not on a singular reservation. In other words, if you have a connection, but it's a different ticket, and your first flight is delayed, they may give you a hard time and try to charge you since the reservations aren't linked. This is rare, but possible. OneWorld Airlines are the exception. I recently learned that OneWorld airlines including American and British Airways will consider separate reservations as one ticket in the event of problems, a huge help. They will also check your bags through to your final destination if you wish. 

Are There Perks Too?

TOTALLY! Cancellation and change fees provide constant horror stories. If you only need to cancel or change part of your reservation, say the beginning, end or middle, you don't then have to reprice your entire ticket and pay fees on every part, every time you change. By doing this you can save yourself the headache of taking a loss on the whole ticket if you only need to cancel or change part. 

HT: ViewFromTheWing