Well, here are the cities and airlines with which I have made connections in my lifetime:
Las Vegas (America West)
Minneapolis/St. Paul (Northwest)
Columbus (America West)
Phoenix (America West)
Back when I lived in San Francisco (I moved to the DTW area about 3 years ago), my family avoided flying United from SFO because the fares were higher on transcontinental routes. So we flew America West, and frequently connected through Phoenix, which I found to be a very pleasant airport to make connections. The America West/Southwest terminals are very nice and open. Columbus, though very small, made for easy connections, while Houston and Las Vegas were too crowded. I also felt that Minneapolis, though it can be a small hike between gates, is a nice airport to connect at. Although my flying currently starts and terminates at DTW, I don't feel it is a good place to make the connections because it is far too long of a walk between concourses and the airport is old and in need of repair.
Geographically, St. Louis makes a good connecting point for transcontinental flights, as does Baltimore for up and down the east coast, and San Francisco or San Jose for west-coast flights.