Since AA's website won't let me purchase a ticket that includes a Frontier flight in the itinerary, I have had to piece this together on Travelocity.

Just to make sure I'm not missing something obvious, is there any downside to purchasing such a ticket from Travelocity? I'm AA LT Gold, so I'll want to either change my seats to exit rows or upgrade to First Class on stickers well before the flight and of course earn AA miles on the AA flights. Should that be a problem?