MSP is a special case, isn't it Zulaya. No low fare carriers, few nearby competing airports and Northworst acting as a mean monopolist. My parents' home airport (PWM, Portland, Maine) is similar, tho without a monopolist, but still only old-style legacy carriers serving it; so plenty of Mainers are fleeing to Manchester NH or fighting Boston traffic to get lower fares and non-stop flights.
Fortunately, Logan airport in Boston (all of 14 miles from our house), has active competition and has been actively luring low-cost carriers; according to our local paper, fares today are roughly 1.2% higher than they were in 1995, having fallen over the last year, while the national average has risen a little. So we have actually had the choice of whether to go non-stop or not.
We have an added complication which makes non-stop even more important: our 6 yr old DS is wheelchair-bound, and we gate-check his wheelchair. If that wheelchair should ever get misplaced we would be seriously up a creek without a paddle. His medication schedule also means that we need to keep flying time as short as possible.
We also prefer to spend our vacation time on vacation, rather than in transit.
It's interesting, DS's godparents are joining us in November. Both are frequent travellers and relish their premier frequent flyer status (not sure what it is called) on Continental. She is flying fropm Boston, he from Austin; there are direct flights from both on low fare carriers (SWA for him, JetBlue or Song for her) but they might actually take more expensive (and I'm talking almost double) connecting flights on Continental to ensure that they stay above the miles threshhold for the year. Now I suppose access to the special lounge and all for the next year is worth an inconveniece on this particular trip, but I wouldn't do it.