I suppose this is a post semi-wishing/semi-complaining that the full integration would come sooner (and I'm guessing it's been noted before?):

The UA website is more than happy to sell you Continental tickets as if your flight options just doubled (or more) -- for example SFO-EWR where I actually appreciate the many new flight choices, and the ability to apply certificates --

What I didn't realize is that these CO codeshares are not same-day-changeable as if it were a United ticket. They are still very much separate.

So you do have to put some thought into which carrier you buy, if you want to preserve your changeability options...