The cheapest would usually be SWA or one of the newer low cost carriers, unless you can get in on a deal. If you dislike too many stopovers or tend to fly often, I would stick with the legacies. Continental is supposed to have the best service, but routes may be limited. United has some nice advantages like bigger planes and economy plus, but CS sucks really badly, so expect difficulties rebooking and changing flights. AA is a good choice for frequent flyers for their FF program, but you would have to get used to older planes such as the MD-80. I would stay away from Delta and NWA due to the way they treat their employees (which trickles down to the way their employees treat us), but they have nice planes and seats.