I agree that you should focus on the two main accounts you have points in now...US and WN (Southwest). I would also look at the following to help you get more points in these accounts:
1. Southwest credit card - I think they give you 4 pts. to sign up and then 1 for a certain $ amount spent. Not familiar with the exact details since I do not have one.
2. Look at getting an AMEX card and enrolling it in the AMEX Membership Rewards program. You can transfer AMEX MR points to both US and WN. This is great if you need to top of your WN account before the points expire within a year!!!
3. Look at getting a Bank of America US Dividend Miles Credit card.
4. Make sure to credit all UA and US flights to your US FF account. There is no reason to have both a UA and US account. If you are worried about US going under, start putting the points in your UA account.

I also have to agree with a previous poster that mentioned it not being worth while to us a award for a ticket to Chicago. Since I live in Baltimore, I know that you can get very reasonable fares on WN to MDW so why use a free ticket or 25k points for this. Save the points for a better more expensive ticket.