As a MSP based flyer:

AA is best if you travel to Latin America. They cover everything. Their mileage program is still pretty good. As an airline, they can really be frustrating. Flight availability at MSP is hit or miss, such as their small coverage MSP-MIA. Wanna fly to Paraguay, Bolivia, then AA is your airline.

UA is best for Europe if you want direct US-Europe flights. UA program is also superior if you travel to Canada. 25,000 mile award reservations from MIA to Calgary. Try buying that ticket! Downside is UA has shrunk MSP to DEN, ORD, EWR and IAD to all regional jets

DL is infinitely frustrating. If you like Amex, then you may tolerate it more. If money was no object, fly DL and enjoy the direct flights. One way redemption SUCKS! If you travel to the upper midwest, Montana, then DL is your best bet. The KLM connection is great, vastly superior to changing planes in Paris.

You can also try Alaska's program, you can earn them on DL and AA flights.

There is also Southwest..teehee...if you only want to go to the US/North America.

Broaden your travel destinations beyond Costa Rica, Prague and Italy. Just because you have heard its nice or saw it in a movie, does not a great vacation make If you go to CR, you will meet lots of Minnesotans.

Adam