Going from one major to another is a very difficult choice to make. Realize that once you leave SWA the odds are practically zero that you could go back. A friend of mine was here at FedEx. He wasn't unhappy, but thought AA would be the better life. It was also at the time here at FedEx that all the Captains were saying that if you're under the age of 40 what are you doing here at FedEX, go to DAL, UAL or AA. This was obviously before 9/11. It was also before our USPS deal and AA buy out of TWA. Needless to say he is currently furloughed and could be a wide body captain next year at FedEx.
So you'll never know if you make the right decision until you retire.