It's easy to carry your boots if you use the overhead. The real trick is go without any checked luggage. I can do that if I rent skis but there's no room for a laptop, so that's a bonus. My checked skis cost me an hour at DIA on my last trip to Denver.
And if you think it's OK to check luggage with Southwest because it's free, keep in mind that SW is the only major airline that doesn't read barcodes every step of the way. If they lose something they have no idea where it is. I know that because my skis were behind the the baggage agent's office in Denver. I was lucky I saw them when they opened the door to the back room.
dm