QUOTE(Amanda+Stephen @ May 7 2008, 11:27 AM)

You can do multi-city tickets through one airline without problems, well that is if the airline you are using serves additional US cities.
American Airlines & Continental provide the ability to book multi-city destinations through their online booking. You can also do the same thing on orbitz.com and choose multi-city. Using orbitz, you will see numerous airlines & prices.
Yep, that's what I did to get to the USA, primarily because I wanted to fly from Leeds to London then direct from London to Colorado without stopping as it knocked a good few hours off my flying time.
as the post above says, most online travel agents have a check box for a "multicity" option - I've used both orbitz.com and lastminute.com and used this feature before.
It was also beneficial to do this for my one-way flight when I moved to the USA as booking a "normal" one-way flight seemed more expensive than a return flight with the 10 or so booking agents I looked at. By using the multicity option I saved quite a lot of money as we don't seem to be penalized in the same way as booking a one way flight.