Welcome to Flyertalk! I see a great deal of reading in your future.
1. For most people, United and Alaska do have good programs. But generally, you can not "send" or transfer your miles wherever you want. You can, within alliances and partner airlines, credit mileage for flights to your choice of partners, but only on some fare classes.
2. Only if you plan to earn more USAir miles - any amount of US miles under 25K is of very little use. Redeeming USAir miles is not straightforward or simple. Set aside some time and read the first post and last few pages of
http://www.flyertalk.com/forum/us-ai...ad-merged.html several times. Or find a blog post you like on redeeming US miles.
3a. What pricesquire said.
3b. BA Avios are great for many routes on AA or AS within North America. AA miles are much better for most international destinations. Lots more reading here
http://www.flyertalk.com/forum/briti...vios-beta.html and on many blogs.
4. Only you can decide if you should open a credit card. My wife and I have opened 30 cards in the past year and earned 1.75 million miles and points, as well as some cash back, while paying less than $200 in annual fees. The retail value of our redemptions so far (670K miles) based on the coach price is over $14,000. But we want to travel and have 2 kids that we want to see as much of the planet as possible with. If you want to keep things simple and only occasionally travel, you might want to consider
http://www.barclaycardarrival.com/pr...&cellNumber=24 which gives basically a $400 bonus and 2.2% back toward travel, or 1.1% if redeemed for cash back. Nearly all miles earning cards have no fee for the first year, and cancelling after 11 months is no problem. For miles expiration concerns, check out this thread
http://www.flyertalk.com/forum/unite...ad-merged.html which is United-specific but applies to all the major programs. Earn a mile or spend a mile using the airlines' dining or shopping programs, and you are good to go for another 18 months or more.