It depends
Since SAN has no hub it really depends on your patern of travel. For me I fly mainly to ABQ, ORF, PHX, LAS,SJC,BWI and HNL so it makes sense to fly mainly Southwest espicially since I earn a free ticket each year. I also have HP as they are the closest Hub to all points east (LAX is too expensive and complicated to get to) I have a lifetime America West Club so even flying Southwest I can use it. Flights to Hawaii can be credited into HP. HP partners with NW on some routes so I also have a World Perks account. So three memberships do it for me. You could make an argument I suppose for other carriers on different travel paterns I suppose.