I prefer the cockpit over a middle seat, but usually don't ask for up front. It seems like most people prefer you sit in the back unless you have some good reason to sit up front.
I don't say thanks to gojet guys unless I sell myself out and need the cockpit. That has only happened once. When I told them I used to fly for TSA, stupid move, they because pretty big ... holes.
SWA online wants you to preboard if you are riding in the cockpit. I always ask if they MIND if I preboard and have only been denied it twice... by the same guy! I think he is the only one that abides by that rule!