We've done a couple of combo trips, including NY/SF/LA, and Seattle/LA/SD (waaay less taxes when you're flying domestic within the US). Good exchange rate helps too
While we're on the topic, I would also suggest taking the 5 hour drive to Great Falls, and then catching a flight with Allegiant Air. They sometimes have $29 flights to Las Vegas and to Phoenix (plus tax), so it may be worth a combo trip if you can get a good deal (either within the US or internationally).