Personally, I will take a nonstop flight of less than 3hrs in sardine class over a comfortable seat with connections. Going to Cabo, SWA doesn't make much sense at over 9hrs. Cancun on the other hand...
Checking flights in early November AUS to CUN rt, American is running $475+ and over 7hrs, United runs $700 and just under 7hrs. From my seat, SWA at $350 and 3hrs, looks like a bargain in both time and money.
Cutting travel time in half (or more) and removing a stop is definitely a compelling argument in favor of flying SWA. Time is valuable, as is one less chance for someone to lose or pilfer my checked baggage.
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Usually I will take the 1st/Business option when the price is worth it (to me) in terms of baggage allowance, more comfortable wait during long layovers, and so on. Also if you often use FF miles, the 1/B option usually "pays" 150% of the miles which is nice.