On the east coast, also check Song & JetBlue. We don't have them yet, so no personal experience.
So far, Southwest has had the best rates and schedules from PHX to MCO, since PHX is one of its hubs. All of the other airlines (including AmericaWest, which is based at PHX) require layovers and transfers at other airports. Turns an uncomfortable 5-hour flight into all-day misery!