In a nutshell, why I love Southwest, fly it whenever possible, and use two of its Visa cards (one biz, one personal).
I have used maybe 40 free flights in the last 5 years, to include flying my entire brood of 4 kids + spouse + me on multiple family vacations. I once got a SWA flight in 5 mins at the airport after USAirways screwed me sideways, and left 45 minutes later.
Yes, I have used FF awards on damn near every airline, recently flying USAir to Capetown this way (and flying to London next month via Delta), but that's only because Jennifer Posda, my agent, is a wizard at making that happen. For mere mortals, you want to stick with Southwest as much as possible.