If you travel EXCLUSIVELY within US and Canada - stop at what you have with 25k CO. 25k is enough for a domestic roundtrip coach ticket.

Both US and CO are Star Alliance members, so you can earn US miles when flying CO and vice versa. US doesn't go to where you travel but its partners UA and US probably do. Internationally Star Alliance is the biggest alliance and US offers good mileage redemption rates and availability for international first and business class tickets on the member partners like Singapore Airlines, Air Canada, Swiss Air...etc. Within North America you can search Star Alliance award availability (CO, UA and US flights) on Continental.com.

My suggestions:

1. Try to consolidate your flights with a single airline and alliance if price and schedule allow. You earn elite status faster and therefore save quite a bit on baggage/change fees.

Stick to either AA (oneworld), Star Alliance (CO, UA, US) or Delta (Skyteam). Personally I put Delta and Skyteam last for travel both domestic and internationally, but if you live in Atlanta, oh well...

2. Choose either CO or US as the primary program for your Star Alliance flights. Personally I would choose US for now for its generous promotions, and over the uncertainty of CO's Onepass program, which is to be integrated with United's Mileage Plus. Remember you don't have to fly US to earn US miles.

3. Use the miles for international business/first class tickets on quality airlines (Singapore Airlines, All Nippon Airways, Air New Zealand to name a few) if you can. US Dividend Miles is a great program for that. Now until Nov 15 you can buy miles for less than 2 cents/mile. US often runs 100% bonus Buy/Transfer miles and other promos, you can rack up the miles quickly at fairly low cost and plenty of airline partners to use your miles on.

4. Transfer your AMEX to AA or US (I am not sure which airline partners AMEX has) to consolidate your balance. Note sometimes Amex runs transfer promo where you get 10-20% or whatever extra miles.

5. If you don't have to fly Delta, don't . Delta Skymiles is an inferior program compared to AA AAdvantage and any of the USA-based Star programs. Try to use your credit card miles or online shopping or whatever to reach 25k (or more realistically, 32.5k for a domestic ticket) and be done with it.

Hope my ideas help.

Good luck!