Remember that Southwest does not show up on any of the Search Sites, like Expedia, ITA, etc. Southwest only books through its own website. And while Southwest does NOT fly direct into Cozumel, it has scheduled service from Houston Hobby into Cancun at some very reasonable fares. Not sure if it flies into Cancun from New Orleans (never looked), but there are several flights a day from New Orleans into Houston, and you SHOULD be able to book direct - you'll have to change planes, but your checked luggage (and SWA allows 2 checked bags FREE!) can go straight through. Yes, that means the bag drag, but, as Dave Dillehay said, that's really not all that bad - ADO Bus into PDC, Ferry to Cozumel, usually 1-1/2 to 3 hours, depending on connections and wait time for Ferry. And if you have to wait for the Ferry, sitting at a bar on the Playa Del Carmen Beach hardly counts as "travel time".