I havent got the Gold membership kit yet but I have some information about MX.
+ Very good star reward chart
+ 50% when flying Star Alliance as gold
+ Upgrade 7! days in advance as MX Gold on MX operated flights if there are seats left in business class(to bad that MX doesnt fly to Europe).
- No minimum miles on most of the Star carriers
I am still trying to find out why MX offers 200% of the mileage when flying LH or OS business class while you only get 125% when flying SK business class.
Since AC still only requires 35K and MX requires 50K I think I will put my miles into AC next year as well but I havent decided 100% yet.
I would also say that AC is easier to deal with and not so much manana if you understand what I mean. Since you are both AA and KL elite member you can always ask AC if they would comp you(No need to tell you have UA status).