I was like you, and just bought on price/convenience; I paid a little more to fly an airline that was having a promotion to a place I was going to (ex. Delta to Spain double RDMs). Then last year AA had triple RDMs and double EQMs out of my home airport and scheduled 3 longhaul flights with AA, paying a little more for each. That made me Platinum, and now I pay a little more for AA flights to get the benefits of my status. But when I'll be back to general member status, I will go back to flying the cheapest. (Except I favor AA anyway because it has off-peak reduced mileage awards to Europe; and I dislike Delta due to lack of award availability.)

It may be worth paying a little more (to me, that's $50 longhaul - I'm cheap) to fly a nicer airline, like BA instead of AA, or the Asian airlines. Also, if you don't already do this, credit your miles across an alliance into ONE program. For example, whether you fly US Airways, United, or Lufthansa accumulate all your miles to your United account.