For some time now, it's been common practice for domestic carriers not to include any free checked bags on domestic Coach flights (and even on some international Coach flights). Exceptions are made for those who hold the particular airline's credit card, and for those those with elite status with the airline itself, or with one of the airline's global alliance partners.
Until May 28, U.S. carrier Southwest offers two free checked bags on any fare.
Whether you can pay for a checked bag online or can only do so at the airport is up to each airline.
In making your decision, be sure to check the frequency of service for any city pair you are considering. In the U.S., carriers are not required to rebook you on another carrier in the event of flight cancellation or delay.