Here's a non-airline program for the disloyal: Amex. MR transfers 1:1 to F9, DL, CO, AA (through BA), etc. You also get doubled points for airline tickets with Premier Rewards Gold.
I live @ BNA, and 60% of the flights out of here are on WN. I usually have plenty of WN freebies but virtually no shot at status on any of the legacies.
Transferring around MR at least gets me a free ticket once in a while, even if I'm SOL - pretty much - for international upgrades. (Unless I buy a full-fare economy ticket and upgrade with miles.) One downside: they no longer transfer - at all - to WN, although Starpoints do as of a month or two ago.