Is it a hassle when you have a stop? Do you keep your boarding pass priority from the first leg? Is it worth it to pay the extra $10 to have priority boarding or is is just as good to check in at the 24 hour mark?
You said I could ask questions.
I think you got these all answered already, but no, it's no more of a hassle with a stop/plane change on SW than any other airline. And if your first flight is delayed, they often hold the connection. I see that happen more often on SW than other airlines. I do pay the extra $10 (each way) for "Early Bird Check-in". It's not priority boarding. They will check you in 24 hours early and you will have something between an A16 and A35 (usually). For me, it's worth it not to have to be near a computer exactly 24 hours ahead, and I usually get a lower (better) number.
But someone mentioned boarding with young kids. Check the SW policy on ages. If Zoe is young enough, you'll be able to board with her between the A and B groups, even if your number is B or C. With that being free, you won't need to pay the extra for Early-Bird. (I know you've already booked, but you can add EB later if you didn't select when you booked.)
You hand over your boarding pass each time you board a plane (so don't write anything important on it, or stick your baggage claim tickets to it). When you check in for your first flight, it checks you in for all legs. Your boarding letter/number will likely be different for the 2nd leg.
Most/all of the airports SW flies through are relatively small, so your connecting gate is likely to be very close to your first leg arrival gate. No worries there.
Thank you for the feedback. I am really starting to lean towards flying us on SW.. at least Zoe and I. So SW has no change fees... what exactly does that mean? What happens if we cancel? Can I change the ticket holder? Change dates? What happens if the airfare drops?
No change fees (JetBlue, for example, charges $150 per change or cancellation). If you decide to change the date or time of your flight, you get full credit back from the booked flight toward the new one. If your new flight costs less, you get the credit for a future flight (but keep up with the booking number. They don't make it available to you online, even if you log in with your Rapid Rewards account.) You cannot change the ticket holder (anymore - you could prior to 1/31/11 but they changed this).
Also, don't be in a rush to line up at the gate. You will have your spot at your letter/number. Many people get in a rush, just to stand there and wait. And don't worry about being a late A or even an early B. Plenty of seats on flights (as long as your city isn't a connection with a lot of through-passengers on the plane). And don't short-change sitting in the back. I like to sit behind the wing where I can look out the window. You're more likely not to have a full row (you and Zoe may not have a "neighbor"), and I don't worry about being the first person off the plane when I have checked luggage. I look at it this way - either you wait comfortably in your seat on the plane to get off, or you wait standing at baggage claim.
That's all I can think of right now. Let me know if you have more questions.