I was on the phone with a UAL CSR a few weeks ago, trying to find award availability. I said to her something like "I'm always amazed that I get to go to such great places for free!" and she replied, "your award flights aren't free--you earned those miles, and we appreciate your loyalty." I was really impressed that she "got it."
Mr. CheapSk8 and I reevaluate every June & January which loyalty programs we're focusing on, and thus which credit cards to use, airlines to book flights on, etc. I have to admit that in our June reevaluation, her remarks made a big impression, and we are back to focusing on UAL for at least the next 6 months, after about the last year of UAL being our second choice for air travel.