Seems to be a common topic.

It all depends how much you fly, and what your goals are. In general...one is best served pursuing status on the airline they primarly fly. In my case, I've chosen to break that rule for a couple of years - I seem to fly Delta somewhat more often than AS, but still kept AS as my primary program for a variety of reasons:

-change fee waiver for MVPG
-common routes on DL are international and Central America; upgrades are easy to Central America (100% for me to SAP), having DL status would give me very little advantage over AS MVPG on other international routes
-like the flexibiltiy of having AA as 3rd EQM US based partner with priority boarding, seating, and free baggage
-don't like what I've heard about SkyMiles being impossible to redeem

If you are no or low level status, I'd recommend sticking with AS to give you EQM earning on DL, AS, AA. If higher status, I'd consider switching depending on your prioritites.

And unlike ANC...I would actually not discount AA's program. AA has excellent award availability, and the up side to the sticker upgrade system (not ulimited) is that you can choose to upgrade when it's important to you with much higher likelihood of success...unlike my near zero percent upgrade rate on AS with "umlimited" complimentary upgrades...(granted, mostly ANC based, which is a tough upgrade).