If you are based in PHX, WN is the way to go. More flight options, more flexibility, and great customer service. I never check bags so I don't have to deal with the downstairs mess. I would greatly appreciate, though, a priority check-in and security line for A-listers.
If you are booking your flight via Amex, does the WN website allow you to add your RR to your reservation even though it was not booked on the website?