It really depends on the type of traveling you're doing. Domestically you're trapped pretty well. At least until WN expands. Internationally you have options. Let's face it, ex-MSP you going to be making a connection unless you're heading to a handful of cities.
The best option is connecting in ORD. There are a ton of flights between MSP-ORD. Operated by AA, UA and DL. Once in ORD there's a lot of options for international non-stops.
The biggest issue with this is you're connecting in ORD. It's a black hole of connections similar to ATL. Than again, a lot of international destinations now require ATL.
Start pricing out where you go out on the various airline sites, look at what makes sense in the pocket book.