They are almost always the cheapest if you book way in advance.

Booking a long time in advance, per se, doesn't necessarily get you
the lowest tier of fares, though it does mean more choice of flights
and more likelihood that seats will be available at a given price.

Combining such advance planning (usually 14 or 21 days in advance,
depending) with lurking for a *sale* is the secret to really getting
the lowest price.

They also have a downloadable application called "Ding" that gives one
or more short-fuse sales per day. I gather that they use Ding as an
in-house bucket shop when a certain flight looks as though it'll run
too empty at the usual price. As one might imagine, Ding is more
potluck than planning tool, but it has saved me a lot of money on
occasion (prices range from quite good to spectacular).



If you book last minute, they definitely are not necessarily the cheapest.

I would imagine that "things are moving fast on the contract -- catch
the next plane to Houston and call me from the hotel" scenarios are a
major part of Southwest's food chain, just as with other airlines.
They price the tickets accordingly.

They also have some routes and flight-times that tend to fill up (or at
least one leg that tends to do so) even if the sale is notso hotso; the
computer seems to know this, of course.