Always treat one-stop direct flights that stop in a hub as any other connecting flight. The other airlines schedule one-stop so-called "direct" flights (e.g. via DFW on AA, or ATL on DL) that have a different aircraft type, making it absolutely guaranteed that you must change planes! On WN, of course, it's always a 737, but just like any other hub-and-spoke carrier, they can easily use a different physical airplane at the hub that will operate the second leg.