Well, normally I'd say it would incur the wrath of AA, but at this point I don't think AA's feelings towards JetBlue can get much worse. JFK, SJU, FLL, OAK, and LGB are all routes that, at least to some extent, erode AA's yields. If you need proof, just look at AA's obvious tit-for-tat response in LGB. However, I don't see that AA has many more tools at its disposal with which to fight JetBlue. Crandall would have, perhaps literally, bitten Neeleman's head off by now (MTV's "Celebrity Deathmatch" comes to mind), but those days are long gone.
At DFW, there is a certain psychological aspect about going for AA's "jugular," but it's a market that's ripe for the picking in terms of low-fare service. Just try to find a decent fare between NYC and DFW without advance purchase and a Saturday night stay--it's almost impossible nonstop. From my experience, people tend to go with AirTran through ATL or ATA through MDW, but the choices aren't great. Perhaps more important, it's a route that is totally safe from Southwest, since it doesn't seem likely that there will be long-haul WN service out of DAL anytime soon (nor does it seem likely that they'll start flying out of DFW, but maybe someday).
So, at first glance, DFW seems somewhat more plausible than ANC, but there are of course other factors. Perhaps officials in ANC, for example, are eager to attract some new competition, in which case they might be prepared to offer JetBlue financial incentives, etc. Then again, the same might be true at DFW--no airport manager, especially at an airport undergoing major capital improvements, likes to see unused gates sitting around.