Agreed. And SWA is the only airline with multiple non-stop STL-MCO flights. Given that SWA is in the process of buying Airtran, that would mean that pretty soon SWA will be the only non-stop game in town unless someone else comes along and adds flights. I can't see any of the existing carriers at STL adding such flighs, however, so unless a Jet Blue or someone else expands I don't expect there to be any other non-stop options.
I think all of these responses assume you're talking about who flies non stop between MCO and STL. Pretty much all of the other airlines can get you to MCO from STL, but all of those trips will require a plane change somewhere. AA in Chicago or Dallas-Fort Worth, Delta in Atlanta (or maybe Memphis, Cincinnati or Detroit), United in Chicago, etc.
We flew American from St Louis nonstop to MCO for years but SWA and Airtran got such a hold on that market that American dropped the nonstop about a year ago.
I have to fly American due to frequent flier miles, so now we connect in DFW or ORD (Dallas or Chicago) when we fly to WDW. It takes about twice as long (5 hours vs 2ish) but I just try to remember it means more miles! it's really not bad and American's prices to MCO are usually cheaper now. We even have to fly into STL on Cape Air, so it takes us 3 flights to get to WDW. Still, way better than driving!
I really hate not having the nonstop option to MCO on AA, it was one of the few places we could still fly nonstop from STL. I tried SWA once and hated the experience, and it wasn't really any cheaper either!