Just a note Southwest is now charging $75 for a bike. Still better than most others.
But personally I pay the extra to ship FedEx to avoid dragging the stuff through an airport and having the TSA try and close things up properly.
FedEx has the option to hold your shipment at a FedEx Shipping Office (Kinko's) so you don't need a bike shop.
I shipped my bike and gear, two boxes, from Phoenix to Newport News for $175.00. FedEx picked up the shipment too and insurance for $3000.
Because Southwest doesn't fly into Newport News I think my costs washed out if I had flown into Norfolk.