As an OK+ Gold, I've always been treated very well by AF/KL, so I wouldn't bother changing over. In fact, come to think of it, I'm likely to finish 2008 with just 8 CSA segments, but I've never even thought about switching over.
The only negatives have been the rather spotty recognition by non-airline partners (try getting any OK miles from an Accor stay!!) and some inconsistent treatment by UX.
Stay put- unless you will have to fly on the MAN-PRG route, in which case I need all the upgrade space I can get.