DL is a much easier upgrade out of NYC than CO. As GM, I average >80% upgrades on DL, and that includes a lot of transcons purchased on cheap fares.
As others have pointed out, award availability is pretty lousy on DL, and the JFK terminal is ancient. But, for me, that's just the price of having that first class seat. So it's all your priorities.
I recently made elite on CO, as well, but am not too hopeful about upgrades.