There is no cheapest airline, it depends when you want to travel. It also depends on the season on when you want to fly out because if it is near a holiday or vacation time then prices tend to be high. So I advice you to check online prices of tickets and monitor it for at least a week
An old friend of mine in the army swore by JetBlue. They, he said, were the cheapest and most comfortable of all the airlines he had flown, and he has flown a lot. Great customer service, too.
Allegiant Air is a very economical airline. But it doesn't fly to and from all cities. They have non-stop flights which are great. The next best bet would be Southwest Airlines, and they do not charge for baggage.