I've learned to avoid being the last flight of the night, even avoiding it for the connection, and to study a flight via one of the trackers for a few days to see how often it is late.
Also, avoid planes coming from cities like Chicago, it usually means your plane will be late or canceled.
I don't book extras or anything, but a fully refundable ticket or heck even a cheapie like a WN ticket could be kept as a backup. If you don't fly the WN flight it'll put the money in a bank under the reservation number which you can apply to your next backup flight.
For that particular flight, WN has 3 departures afterward. You'll get there late that night, but it's probably the cheapest option. Frontier and US also have flights for about the same price, but WN is the one who wont ding you for not flying and reusing the money.
(Edit: The assumption above is that getting there is more important then staying on AA.)