For New York, AA, YX, and CO fly nonstop. For PBI/FLL, you have one stop no matter who you choose. For PHX, you have one stop on all of the majors, but you could get there nonstop on America West or Southwest.

If the nonstops are most important, make NW your primary accrual account. Fly America West to PHX and CO to Newark. Fly whatever Deltinentalwest option is best at the given time for PBI/FLL. That gets you a lot of nonstops in exchange for a heavy dose of low-fare treatment and regional jets.

If comfort, elite status, upgrades, and a strong mileage program are more important, fly AA everywhere. You'll get the nonstop to LGA and one-stop in DFW for PHX and Florida, everything on mainline jets and most flights with MRTC. (AA runs MD-80's to PBI, so you avoid the LRTC 757's.)