I believe AA is your best bet, followed by CO.

Reason being, you can fly AS MIA-SEA direct yet credit the miles to AA.

You can also fly MIA-West Coast direct on AA.

In determining which airline(s) you would pledge your loyalty to, not only the flights you want to consider, but also the usage of the miles you will earn ... It depends on WHERE you want to go with your awards, and what kind of awards you most likely to redeem - to me, this is more important than the convenience of flights in making the choice of your primary airline(s).

I gather your question of which program you should use, stems from the thought that you would eventually use the miles earned for award travel... Hence I think it is better to look at it from the angle of award travel than the angle of convenient flights.

Of course if you fly enough, it is always better to have miles in different alliances.

We are primarily AA miles collectors, but we also collect miles in CO, UA and AS for example.