Autopilot
It's all a matter of perspective. When I got my type rating (Wow, 3 years ago!) I was a Captain on Metroliner. The Metro has no autopilot, fms or flight director. Consequently, the workload on the Metro is a lot higher than the workload on the 737. The Metro has really stiff controls and is a handful. So one pilot must always be flying while the other one is monitoring and performing all the other functions. Going from that to an airplane with a flight director, autopilot and control wheel steering was like going from the dark ages to the renaissance. The airplane seemed so much easier to fly than the Metro. The aupilot was just awesome. The other folks in the class couldn't say enough negative things about it. Some went so far as to drive 10 hours to go to the -300 sim. So like you see, it's all a matter of perspective. If you fly a Metro you'll love it, if you fly a -700 you'll hate it.
When you fly the autopilot (on FS2004) put the aircraft on an intercept angle and then click heading button off with the VOR/LOC on. It should work correctly now. That is the only difference between the real autopilot and FS2004. On the FS9 version the heading mode fights with the VOR/LOC mode. Another way of doing it is to line up your heading with the localizer and then turn the heading off and the VOR/LOC on.
Good luck with the type and SWA. I'm still waiting for the opportunity to interview. Don't sweat the type. Just study and enjoy the ride. If you're going to HPA congratulations. It's an awesome place.