Have you considered getting either a United or Alaska Airlines credit card? They are either $79 or $95 a year and offer a free checked bag for you and a certain amount of companions (1 on united and up to 6 on Alaska/Virgin). They also come with some bonus points if you spend a certain amount in the first 3 months. While you'd be paying for the annual fees on the credit card, if you fly more than once a year or with a companion, you'd at least break even and be able to take non-stops. You should also factor in that United and Alaska/Virgin America allow you to select some economy seats for free so you'd be saving the early bird check-in fee. Which even if you don't get the credit card still helps offset the backage fee you'd have to pay on one of the non-stops.