Do you have to downgrade to some form of Amex blue card?

Why not consider downgrading your Skymiles Gold to a Delta Skymiles Options card? No annual fee, no 1st bag checked privileges, 1% Delta skymiles back on Delta purchases, and 0.5% skymiles back on non-Delta purchases.

You won't find this card online nor can you apply for it directly (that I know of). By downgrading to this card, you are sure that you won't interfere with any future possible signing bonuses on the Blue cards.

My Amex Options card was also theoretically good back when Delta skymiles required activity every 18 months to sustain. I was planning on just spending $2+ on the card every 16 or 17 months. Now that Skymiles don't expire, this fact is irrelevant.

Interestingly enough, another reason to downgrade rather than cancel is to take advantage of promos such as Small Business Saturday (free $25 gift card to a local restaurant anyone?) and the Amex Sync deals (notably, $10 off $20 at Whole Foods, $5 off 25 at Gulf Oil, $3 off 25 at Shell, $10 off $50 at Staples, $10 off 10 to Lower Manhattan merchants such as Adorama.com, and $10 off 10 at Panera Bread).