I too am splitting my miles again this year--going for 1k on UAL and MVP Gold on Alaska. While I tend to fly more status miles on UAL, I actually accumulate a lot more total miles on Alaska, which is good because those miles can get me on to BA, KLM, SAS, TWA, CO, AA, NWA and even the Starlight Express if we need a really cool alternative romantic weekend away.
Last year at the very end, when I had completed my status on UAL and AS, I threw the last 25,000 AS flight miles onto NWA simply for the purpose of getting enough NWA status so that they couldn't cap my NWA credit card miles. I use those NWA miles for emergency trips for my employees, like when I need somebody in DC tomorrow for one day and the ticket costs a fortune.
I think every person must make this choice on their own, depending on how easy it is for them to accumulate miles and points and how they prefer to use them.