Let us be honest, not everyone can fit the profile of a skiplagger.
You must:
1) travel with only carry on luggage
2) book a one way trip and then book your return trip when you land (which may or may not be skiplagged - AND, there may not even be a return trip available for that time!). Booking a round trip will cause the airline to cancel your entire trip,.. so you SOL on the return, if you book round trip (especially since the return flight is from the city you did not fly to).
3) not book with your airlines frequent flyer account (because if they catch you, they can take away all your points and boot you from said program,.. even ban you from the airline)
4) disappear at the hub (don't answer any calls to your mobile or pages - because an airline rep will try to contact you, if the connecting flight is legitimately cancelled and try to set up a new flight for you)
There is a lot of maneuvering to successfully pull this off. Would it be worth it? I say no, if you are frequent user of airlines, there is just too much that could go wrong with skiplagging.
However, if you need a last minute flight and don't want to pay $500, but can pay $300 to skiplag - do it. There was a flight heading to your desired city anyway (as a layover), so, just because an airline didn't make an extra $200, from flying to the same city, big deal. Skiplagging is detrimental to profits, not cost of operating - screw them - they take advantage of customers in need all the time.