True, but this will probably become moot after US merges with AA. No one knows for certain, of course, but the current expectations are that following the US-AA merger the new frequent flyer program will likely be similar to the current AAdvantage program, which (like United) allows one-way awards.

And on the subject of Star Alliance members, doesn't Aegean Airlines also have pretty lenient requirements for Elite levels?

Going with United's probably the simplest first step, though, especially for ease of booking domestic awards. The OP can always join a second Star Alliance frequent flyer program later if he wants to.