Actually SW policy is that it is open seating, meaning that any general boarding person may sit in an unoccupied seat. I have seen people get really pissed off because someone insisted on sitting in an exit row seat that they were "saving". The official SW policy is that if the seat is unoccupied any person may sit there.

If you want a seat and the FA says it is being "saved" then make sure and repeat the SW policy of open seating. They FA will back down because they are aware of the policy. I have seen this happen at least once. The FA does not want to be reported for failing to allow open seating per policy.

Per the SW website, bolding mine:

http://www.southwest.com/travel_center/checkin.html

Because Southwest Airlines maintains an open-seating policy, general-boarding Customers may sit in any open or unclaimed seat. Customers holding boarding pass "A" will begin general boarding, followed by Customers with boarding pass "B," and then "C." General-boarding Customers who choose an emergency exit seat must meet all requirements set forth by the Federal Aviation Administration and Southwest Airlines.