My advice (not an expert) would be treat your miles like money.

A financial planner will tell you to diversify. If you fly so damn much, why not just hit your desired status level at US, then build up a smaller status elsewhere. Everyone has been discussing devaluations, which are bound to happen, what you don't want is to get stuck with 1,000,000 miles at United and have them only be worth 600,000 after a change in the program or whatever.

That said, you also don't wanna spread yourself so thin that it's not worth it.

So, I'd say pick 2 programs you feel comfortable sticking with and then roll on. I can't tell you which ones to pick, it's up to you to see what's got the biggest upside.