The answer varies somewhat based on your situation, but generally as an infrequent flyer I think it is better to book through Southwest.com.

If you book through Southwest.com you get 2 free bags and can cancel or change your flights with no additional fees. You can also now get a seat assignment for Airtran operated flights through Southwest.com. Airtran International flights are not available through Southwest.com but all Airtran domestic flights are.

Most people believe it is better to book two one way flights rather than booking round trips.

As for Rapid Rewards points being more valuable than Airtran Credits, I don't agree with that. You can convert 9,600 Southwest points to 8 Airtran Credits. In many cases you can get a flight on Southwest or Airtran for 8 credits, which would be "cheaper" than the fare in RR points.