Actually, SWA doesn't cancel itineraries for no-shows, but if you're going to try this you should still book it as a one-way fare, because that makes it easy to change to a conventional ticket if the price improves, and you can also book the return so that MCO begins the first leg.
If you bought a r/t were you planning to drive to Ft. Myers to get on the return flight? SWA WILL give your seat to a standby if you don't board the first leg of a multi-segment OW flight, so you would end up on standby if everyone else showed up at MCO. Better to buy o/w, as I mentioned.
BTW, This practice is called "hidden-city ticketing" and the legacy airlines will burn you as badly as they can if they catch you doing it -- they have even been known to cancel FF accounts over it. SWA allows it; they figure they have your money anyway and they might be able to re-sell the part you don't use.
http://www.southwest.com/about_swa/customer_service_commitment/customer_service_commitment.pdf