You can check in for a Southwest flight with a web-enabled cellphone. The website is mobile.southwest.com
Set your cellphone to buzz you at the 24 hour mark and you'll never miss a checkin.
You do NOT have to print the boarding passes at the time you check in. If you don't want to worry about carrying them with you, reprint them at the check in desk when you check your luggage, or at the automated check-in kiosks in the airport. Choose "reprint boarding pass" when their menu gives you the selections.