Yes, a continuing flight would be great to do this on, especially with online checkin now available. Before online checkin began there was a small risk you took: if the flight got in late and the continuing flight was fully booked, SWA would give your seat away to a standby passenger 10 minutes before scheduled departure, meaning you were screwed. But that's no longer a problem anymore.............as long as they don't do a plane swap on you or something if your flight is late........