Q. I want to fly roundtrip Seattle to San Jose, Costa Rica in business/first. I can't get flights that work using my award miles (I have a very tight itinerary), and the business class fares for the full trip are more than I'd like to spend.

 
However, I've discovered that I can use Alaska Airlines miles for roundtrip from Seattle to Dallas in first class, and purchase a roundtrip business class ticket on American Airlines from Dallas to San Jose, Costa Rica, for a reasonable price.
 
Is there any reason not to do this? Will I be able to check my bags through or would I be forced to re-check bags between flights? I have a lot of baggage including a scuba rebreather. American and Alaska are codeshare partners, if that helps.

A. To check and see if your bags can go all the way through, just call the airlines to see if they have inter-lining agreements in both directions.  If you book your flights separately, the disadvantage could be that if the first flight of the day is delayed to the point that you miss the connecting flight, it could be quite a nightmare.  If you do this, make sure that it's possible to have your itinerary booked as one trip (even with different forms of "payment") so that they'll take responsibility for getting you to your final destination should you miss a leg of your journey due to an unforeseen delay.