Get the cheapest fare

Most major carriers use the Hub and Spoke system, that means no matter where you are going they will route you through one of their hubs to connect to your final destination as opposed to fairly uncommon point to point destinations. Therefore if your final destination happens to be one of their hubs which are normally major cities it is cheaper to ask for a fare to another destination  connecting through the hub, and providing you have no checked luggage [because the bags will go to the final destination] and providing you have a one way ticket [ because if you do not check in for the connecting flight the return will be cancelled ] then its going to be a lot cheaper for example if you really want to go to Denver and you buy a ticket through Denver on to little rock then get off in Denver and go about your business there.