JiE, when I got into this game, I was advised to just pick my airline and stick with them if I wanted to get anything. Back then I didn't travel enough to get status on more than one airline (one might argue that I still don't

*). But having DEN as my home airport back then, United made sense for me. But the only way to get anything of substance out of these programs is to consolidate your travel ... even if it sometimes means paying more (and I have never had an experience where the premium to do so was that outrageous). And, as has been already pointed out, it's not really important to stick with any one airline ... but rather one airline
alliance. I would just recommend that you temper your expectations and do the research to figure out what you're actually getting. As far as traveling on UA is concerned, E+ alone is enough for me to consider maintaining status with them, as I find regular Economy to be pretty difficult.
* -
mrs. iapetus is not one of these people, as she is morally offended at the thought of me not traveling enough to qualify for anything.