Southwest does seem like a great alternative to flying an airline with baggage costs -- but unfortunately no Southwest in Milwaukee. I'd fly out of Chicago if I didn't have 3 kids with me. My goal is to pay for the airfare out of the vacation budget and all the "extras" (baggage costs, seat assignments) out of my personal budget. That way the "extras" don't count in my mind.
I hear you. Sorry you can't do SW. Best of luck and have fun!