Give Special Attention to Discount Airlines.
The budget airlines generally penalize you less for a short-notice trip than their mainstream competitors.
There is a growing number of these carriers throughout the world, but I will use Southwest in North America in this example.
Let's book a roundtrip flight from Detroit to San Diego that leaves in three days and returns in nine days. My Southwest search turned up two kinds of fares.
The outbound flight was a more expensive "refundable anytime" fare of $322 USD, including taxes and fees. Everything else to San Diego was sold out at the eleventh hour.
The return flight was a different story. An "advance purchase" ticket is available if I'm staying over at least four days, because a full week's notice is necessary to qualify. The price of the return leg under those circumstances was only $198.
The total of $520 is fairly reasonable, given the distance and short notice. But even if I had paid $644 ($322 X 2), that amount was far less than a last-minute quote from the major airlines. One wanted $899 for the same trip!
In fact, you can't even compare the $644 fare with the $899 ticket. The beauty of Southwest's "refundable anytime" fare is it requires no notice whatsoever. As the name implies, refunds and changes are not a problem. The majors charge $100 or more for changes, and a refundable itinerary under these circumstances could go beyond $1800!
By the way, Southwest's fare was not the lowest for that trip. America West had one-stop roundtrip itinerary on the same dates for $494. Shop around!

