Originally Posted by
seawolf
The passport information you enter can be changed when you check-in during subsequent flights at the check-in counters.
I think your first flight out of the US should be the US passport (assuming visa free entry at destination). There's a thread on the US State website stating that dual nationals must depart/enter US on their US passports.
For those looking in the future
http://travel.state.gov/travel/cis_p.../cis_1753.html
Second to last paragraph
Most U.S. citizens, including dual nationals, must use a U.S. passport to enter and leave the United States. Dual nationals may also be required by the foreign country to use its passport to enter and leave that country. Use of the foreign passport does not endanger U.S. citizenship.Most countries permit a person to renounce or otherwise lose citizenship.
Note, that while this was cut and pasted today it can possibly change in the future, so please don't take anything you read here as being more current that future updates at the state department website, search for dual nationality to find the current info over there.