Thought I would join and post up my own my experiences with Virgin & Ex EU flights because it might be useful info for others.
I normally use BA, but Virgin have great prices of late and I decided to book a few flights with them using the Ex EU trick, because it saves so much money.
I recently booked UC tickets for 6 of us from LGW to MCO for less than £6K and just booked 4 of us from LHR to MIA in May next year, again UC for circa £3.5K.
http://goo.gl/flights/Yl7mI always use Google flights / ITA Matrix to find the flights just because it seems to offer the best flexibility and I like the way you can save itineraries and see the price movement.
On the 2 recent flights booked I used Dublin as the origin because it offered the best costs and on both occasions I ensured that I booked connecting legs from a different airport and on different days, to the Virgin flights to be sure about luggage etc.
The struggle with booking on the phone (can't be done online with the Ex EU stuff) is getting an agent who is competent. I would say that it seems some people think they are breaking some kind of rule by using the Ex EU method. This isn't the case, people have been doing this for more than a decade, departure duty has made the differences even greater and the rest is simply down to competition and supply and demand. With this in mind, I always make it clear to the adviser on the phone that I am only booking the flight to leave from Dublin/wherever because it saves so much money this way.
Each time I called them to book, they first of all try and use EI to connect the flights, when it needed to be BA to get the right price (why is this?). I give them the exact flight numbers and dates from Google flights and they come up with a price about 5 times the one I have in front of me. I call up again and get them to just put the exact flight details in and the same thing. Along the way they ask the price I have and they say that there is no way the flights are going to come close to that price and I must mean economy.
After calling back and going over it again, I get someone who just seems to put the details in and match the price. I asked exactly how they did it, so I can avoid the confusion next time and they just said that they entered the exact flight details I gave them, then applied the travel class and bingo. But the last time, I got them to do this and it didn't work. I called back again, this time the rep said she would try it and it worked.
Both times they were very surprised by the savings and fully understood why I was doing the Ex EU thing. I also explained that I didn't intend to take the final leg. They said it wasn't a problem and there was no reason why I couldn't request my luggage to be checked to wherever I wanted it. (this conversation happened because she asked why I choose the connecting flight to LCY rather than LHR)
The only thing I was not brave enough to ask them was given that their COC say the following -
"3.3.6 Please be advised that in the event you do not show up for any flight without advising us at least 24 hours in advance of the scheduled time of departure of the flight, we may decide to cancel your return or onward reservations. However, if you do advise us in advance, we will not cancel your subsequent flight reservations."
What would they say if I called them to advise them I wasn't able to make the first leg? Perhaps a step too far!
Anyway, in summary, if booking with Virgin Direct, give the exact flight numbers and dates as you get them from your search and don't be afraid to explain that you are doing the Ex EU thing, because your plans might not make logical sense to them otherwise. If you don't get anywhere, just say thanks anywhere and pick up the phone and repeat.