My most common route is Phoenix to either SMF or OAK. Southwest and American are the dominant players on those routes and I'd say 4 times out of 5 AA ends up being cheaper. AA also has better departure times to SMF, which is my preferred airport.

I primarily consider WN if the prices are somewhat close and I know I'll need to check bags, or there's a decent chance I'll need to cancel or change the flights.

On Southwest's cheap non refundable fare (called Wanna Get Away) you don't actually get a refund, but you can cancel the trip, or change to a cheaper flight, and use the extra money you paid for a future trip within 12 months with no penalty. It's quite customer friendly.