Unless you have a specific purpose in mind for trying to accrue mileage in multiple airline programs, the usual approach is to concentrate your earnings in one program in order to achieve the highest elite status possible, with its attendant perks. The point is that you demonstrate loyalty to one airline (program) and they in turn, give you goodies not available to general members.

Now, all that said, this is the new UA, so loyalty ain't what is used to be.

As always, YMMV.