The way the winglets work is this:
When an airplane wing takes flight, there is higher pressure below the wing than above it, creating lift. The faster the wing travels, the higher the pressure below than above, more lift. Now these 2 pressure differences remain seperated. Until you get to the wing tip. It is there that the higher pressure below the wing, mingles w/ the low pressure above. This part of the wing is not the most efficient and does not contribute to the overall lift of the a/c. W/ these 2 pressure points mingling, there becomes drag. So the winglets work to keep these 2 areas seperate, minimize drag and minimize excess fuel burn to compensate for the drag.
Now the winglets only work the best on very long haul flights when the wing is traveling at its maximum speed at high altitudes where these pressure points meet. Therefore we seem them on long haul a/c such as the 747-400, Airbuses, etc.
SOME airlines feel that the extra cost of adding the winglets don't offset the cost of fuel savings. This will remain to be seen at SW
where these winglets add extra weight and may not always be on transcon flights.