I agree with Alderdriver. If you have plenty of backups (particularly direct FedEx jumpseats, not on Mondays), and the weather is good, you are leaving yourself plenty of time, go for it. Who wants to deadhead two legs across the country on Frontier, or an RJ, when you could be sipping wine in first class and getting status on your favorite carrier?
But if the weather is crappy and there aren't many options, don't do it.