It really depends what kind of award you are looking for and where your future plans may take you. If you can get double miles on Emirates for your dates of travel then Skywards would definitely be the best. You get a 2,500 mile first flight bonus, plus a 20% online booking bonus if you are signed up for Skywards and are not travelling during the double miles bonus period. You'd get 2,500 first flight bonus plus 100% if your flights qualify for double miles.

If the bonus miles aren't worth it, you could just put everything on CO Onepass--as long as your DL flights are completed before they exit Skyteam. Alternatively, you can skip DL all together and fly on UA/CO for your domestic flights. If you are just trying to get status on DL then the miles for your EK flights will be orphaned with EK/UA/CO. You can buy Skywards miles for 2.5 cents each (up to 25,000 per year), so you can max out with whatever bonus on Skywards and buy the rest of the points you need to get the reward you want.