Southwest: (business) the best FF program for getting free flights, they are always on time, they usually fly out of MDW on the hour to most of my Midwest destinations.
Southwest: (personal) the best FF program for getting free flights, they actually let you use the free flights, super cheap fares when I have to pay, the companion pass for my companion, free drinks, no fees for changing flights, and a completely open and transparent reservation system.
United: (business) I was grandfathered as a PremEx 3 years ago and they are the only airline besides AA that has nonstops from Chicago. The all-around "service" is otherwise pitiful, but getting access to bulkhead rows is nice.
United: (personal) never. High prices, ridiculous restrictions, and $75 every time you pick up the phone to change anything.