But Barnsley game them a real run for their money in a pulsating contest that went from end to end.
The Yorkshire side entered the championship via the play-offs but looked well at home in the higher division. The quality of their football may take quite a few Championship sides by surprise and their start to the season certainly augers well, with seven points taken from the opening four matches.
Barnsley had to make a late change to their starting line-up when full-back Paul Heckingbottom was injured in the warm-up, which led to Robbie Williams stepping up from the bench to operate at left-back.
Williams responded with a terrific individual performance as Barnsley took the game to their South Coast visitors.
Andy Ritchie's men should have been in front after just three minutes when Michael McIndoe put Marc Richards in the clear but his shot was badly mis-timed and Southampton's £1million keeper Kelvin Davis managed to put the ball around the post.
Southampton responded with a slick tenth-minute move when Nathan Dyer put in Polish international Grzegorz Rasiak, but from 15 yards the tall striker pulled his right-foot shot wide of the target.
Five minutes later Dyer delivered a great ball from the byline but Bradley Wright-Phillips volleyed over the top from six yards.
Barnsley gradually got on top, with winger Martin Devaney terrorising Southampton's teenage star Gareth Bale down the flank.
Ex-Southampton midfielder Brian Howard tested Davis with a well-struck 20-yarder before Barnsley broke the deadlock with a brilliant team goal in first-half stoppage time.
Devaney, Bobby Hassell and Howard were all involved before Paul Hayes slid in a low cross for Richards to slam home his third goal in as many games.
To their credit, Southampton came storming out of the blocks at the start of the second half and were level in the 48th minute.
It was slack defending by Barnsley from a corner which enabled Rasiak to volley home in fine fashion from 12 yards.
The visitors looked far more compact having brought on veteran defender and new signing Chris Makin at the expense of Pele and also introducing Rudi Skacel for Dyer.
Skacel was soon involved, having a free-kick deflected just wide and then producing a fine far post cross that was headed just wide by Rasiak.
Yet it was Barnsley who got themselves back in front in controversial circumstances on 70 minutes.
Referee Mike Dean penalised Saints full-back Alexander Ostlund for handball and although it was an extremely harsh decision, Hayes made no mistake with a perfect spot kick.
But two minutes later Southampton levelled it at 2-2 and again it was a controversial penalty.
This time Sam Togwell was accused of handling in the box and Rasiak sent home keeper Nick Colgan the wrong way from the spot.