In yet another attempt to offset the rising cost of fuel, almost all major airlines, including American Airlines, Continental , Delta, Northwest and United , will start charging passengers extra for tickets that do not include a Saturday night stay-over or a stay that doesn't entail a minimum number of nights.
The article itself says to be wary of back to back ticketing but if two carriers compete head to head with nonstops, like American and United do between New York and Chicago for example, book one on each. Alternatively just book Southwest whenever possible.
Getting Around the Airlines New Minimum Stay Requirement [Source:SmartMoney.com]