As much as I detest (I think "hate" as too negative a word) the legacy carrier's change fees, we all know that is a risk we take when buying a discounted fare on UA, AA, DL, etc. In my case, where my weekly routing (LAX/LAS) typically involves a fare in the $49-$69 range, I accept the fact that if I miss or have to change a flight on a legacy carrier, I just throw away the ticket -- the economics of paying a $100 change fee on a sub $100 ticket don't fly. Last year, I threw away a $49 AA ticket but had saved ~$120 on my other 6 AA tickets as compared to WN's available fares. After the throwaway, I was still ahead of the game ~$70.

I have been on WN exclusively this year and am ticketed through the end of June with SWA. However, I've now purchased my first UA ticket for July and will likely purchase additional UA tickets as they're offering the one way fare WN used to offer. I understand in doing so I am risking the change fee (or throwing away the ticket) if my plans change. Also, same day standby is a better option with UA; not available on WN unless the scheduled flight is delayed, or the 'flat tire' rule applies.

One possible clarification to an observation by justageek. If the various legs on a multi city Southwest ticket were priced as one ways, you could have been a no show for leg #1 and still used the balance of your itinerary -- subsequent flights would not have been cancelled. You would only have had to purchase a new ticket for leg #1, PLUS the original funds for the no-show flight would have been available for future use.