When you arrive at Sky Harbor Terminal 4 on WN, go into the terminal and look for the folks in purple blazers and straw hats. They are the courtesy greeters, and they are very helpful in giving advice about all kinds of things. Ask them for the best way to get to the AA gates in Terminal 3.
Once upon a time there was a walkway between T4 and T3, but airport construction for the TSA search lines eliminated it, I believe.
You could in theory take the escalators down to the ground floor and just walk the 100 yards west from T4 to T3 if you are traveling light.
When you arrive on WN in T4, you will have to exit the sterile area. When you arrive at T3, you will have to process through TSA again. As UVU Wolverine mentions above, Pre is only a theory for the TSA at PHX.
Finally, keep in mind the information about this thread about the Sky Harbor TSA and plan accordingly.
http://www.flyertalk.com/forum/check...omplaints.html