Southwest has 132 daily departures from
MDW to these locations non-stop: Albuquerque, Baltimore-Washington, Birmingham, Cleveland, Columbus, Detroit Metro, Fort Lauderdale, Hartford, Houston Hobby, Indianapolis, Jackson
MS, Kansas City, Las Vegas, Little Rock, Long Island-Islip, Los Angeles, Louisville, Manchester
NH, Nashville, Oakland, Omaha, Orlando, Phoenix, Providence, Raleigh-Durham, St Louis, San Diego, Seattle, and Tampa. In my opinion the statement by WMUPilot that "Chances are on Southwest you will have to make at least 1 stop to get to your final destinations" is inaccurate.
ATA does a good job as well out of
MDW and serves many places that Southwest doesn't, including
MSP,
PIT,
LGA,
EWR,
SFO,
DEN,
DFW, and some Carribean destinations as well. Between the two airlines, it's cheap and easy to fly around the country out of Midway.