This may work for western United States only. In every international trip I've done so far, I've found that you can typically get to a major international airport (like LAX) via Southwest airlines and the remaining flight from there is much cheaper than if you took that airline all of the way through.
For example, to go to Seoul, South Korea from Phoenix, AZ would probably cost me $1300 round trip on something like Continental or Asiana Airways and I'd have a lay over in LAX. But I found that if I jumped from Phoenix to LAX for $90-100 (round trip) on Southwest Airlines (they typically have the cheapest intercontinantal rates and you can only get their reservations at their site directly) the flight from LAX to Seoul is closer to $1000.
A simple plane hop and suddenly I have $200 in my pocket. I hope this works for others as well.