The advantages...
1. You quickly get a job at a decent LCC, rather than slugging through the regionals.
2. You can have a nice career at JB if necessary for some reason.
3. You can apply to the big six, especially the big three, once you get some 121 time.
Downsides...
1. Could be done cheaper, although skipping the regionals is worth something IMO.
2. The flip side of coin #1 is that by skipping the regionals you're going to build 121 time slower than at a regional. Also upgrade will most likely take significantly longer, and that 121 PIC is key to moving on to the big boys. I don't know aht movement at JB is like, but I know they must be a fairly young pilot group so upgrade might take almost ten times longer than at a regional.
3. You might be inclined to stay at JB. Don't do that (assuming you're young). The big three will offer waaaay more opportunity long-term.