If you're a savvy business traveler who doesn't like to spend Saturday nights away from home in order to get a low, advance-purchase airfare, then you probably already know about back-to-back ticketing. But you may not know it's now verboten by most of the major U.S. airlines (only Continental, at this writing, doesn't prohibit the practice in its rule book).

For the uninitiated, here's how back-to-back works: Let's say you fly between Chicago and L.A. frequently for business and get socked with a round-trip fare in the range of $1,700. But Saturday-night-stay fares can sometimes be as low as $300 round-trip. So a back-to-backer would buy the following two tickets, for a total of $600 instead of $3,400 for two full-fare tickets:

Ticket One
A. Chicago to L.A., Tuesday, September 9
B. L.A. to Chicago, Thursday, September 25

Ticket Two
C. L.A. to Chicago, Thursday, September 11
D. Chicago to L.A., Monday, September 22

To make two Chicago- L.A.- Chicago round-trips requiring no Saturday layover, you'd combine part A of ticket one with part C of ticket two; and combine part D of ticket 2 with part B of ticket 1 to form a second round-trip. Even if your travel dates changed and you had to pay a $60 penalty, you'd still save big bucks.

It's using that second ticket, which requires presenting ticket coupons out of order, that can get you into trouble. Airlines have begun to confront passengers at the check-in counter, demanding the difference between the back-to-back ticket price and the full fare; or, if they booked through a travel agent, charging the agent the difference. Some travelers are still willing to take the risk, figuring that the worst that can happen is they end up paying what they would have paid anyway.

Now you're wondering, "Why not buy two tickets as above and just use parts A and C and throw away the return halves?" Believe it or not, American, Delta, and US Airways also prohibit "throwaway" ticketing, and they attempt to enforce the rule by financially penalizing travel agents whose customers don't use their return tickets.