My most common flight is MDW-SAT, and there are convenient one-stop flights that stop at HOU but do not change planes. We often book MDW-HOU and HOU-SAT separately, as it costs about $40 more but I get four extra credits.

At HOU we just have to get off the plane, go to the end of the A line, and get back on. We have even left our 22-inch rollerbags above while doing this with no trouble.

And it is all legal -- unlike some carriers, Southwest won't quibble with you for booking a flight that they offer for sale.