I would say, never break your ticket into two seperate tickets. Remember flying US domestically, including Canada, often incur $20-50 per luggage charge per flight, even it is your 1st piece of luggage.
Always call your Chinatown agent for tickets to HKG. They are usually 10-15% cheaper than online.
The agent have no problems issuing tickets even you don't go to their office. I always called Chicago agent to issue tickets, even though I am not flying out from Chicago airports.