I fly nonstop on any airline that offers it, if my time is very valuable at the moment. Over the past few months I flew direct to CVG on DL because it was direct, I flew TWA to STL because it was direct, etc. If I have the time I will probably stick with US or UA and connect, but when time is precious why jeopardize things with a missed connection, the extra hassle and wear and tear?
In SFO on an F transcon ticket I learned about the secret lounge they have for VIPs and for full F people and that was nice, you can't get that on an upgrade. I have since learned they have these at LAX and other airports although at IAD nobody's ever admitted to it or offered when I asked (and was flying on a paid F ticket)