I'm down in Norwalk, welcome

I would advise you to concentrate on one airline at a time to get elite status with them. For me the upgrades are nice, but if I had a choice of giving up the elite check in line and priority boarding or the upgrades I would always fly coach. Having the status gets you the shorter line, gets you the priority boarding, etc. It will also get you a mileage bonus on any other flights you take after that.

Once you have it with one, you can either continue to get more miles with the bonus or you can get it on another airline.

You'll see lots of other advice here like stay in a different hotel every night (if you stay at one XYZ hotel for five night it counts as one stay. If you stay at a different hotel in the XYZ chain each of the five nights it counts as five stays), again with the goal getting elite status with the hotels. Free room upgrades, bonus points, etc.

Visit the Mileage run section here to see what people do to extend the miles for a trip. For some of them Bradley to MSP would involve stops in Chicago, Seattle, Los Angeles, Dallas, and then Atlanta. Racking up more then a few miles there.

Visit here often, there are lots of good people willing to help.