Since United flies from your area, I would start accumulating miles on United and Continental. These will merge next year, combining the miles of both accounts. This would give you very good access to the Star Alliance, which most think is the best of them.

There are very good offers for free miles for Continental and United from credit cards and financial offers. See my Credit Cards and Finance section of my website below. The airline credit cards are on the Annual Fee Cards page, though that fee is waived for the first year. Also, The American Express Membership Rewards offers are good, since MR points transfer to Continental (but not for long). And the Chase Sapphire Preferred card on my Bank and Other Travel Cards page offers up to 25,000 free points transferable to Continental miles, again, probably not for very long.

My finance page lists mega brokerage and bank offers, all easy and cheap or free.

On my website, when you get to the page you want, click on that page (important), then do a word search on "United" and "Continental".