I'm gold in both programs. However, I'm always tempted to focus on one or the other, since I could be higher status on either and would probably get upgraded more. There are two key benefits that keep me focused on both - free ticket changes on Alaska, and free economy comfort on Delta.
If I had to pick one, I'd probably choose Alaska since I live in the PNW. If I didn't live in the PNW, I would probably choose Delta since I like their hard product and international route network.
I have both Alaska and Delta credit cards. The Delta (platinum) offers 20K MQMs if you spend enough. I'd choose the one that matches the airline you end up focusing on.