I used to do UA a lot, even when I moved to AUS, where they are a less than convenient option. I was actually trying to get Lifetime Premier Executive/Million Mile Flyer, but I decided the inconvenient connections, poor service, etc, just wasn't worth it. And, I admit, seeing UA's woes this summer, I have little regret for leaving.
But I know some people love UA and go far out of their way to stick with them, and that's fine with me. I've had great experiences again and again with AA, and some people hate this airline, and that's ok with me.
I generally find that the larger the airline, the harder it is to get true exclusive benefits, in all tiers.
For example: On many UA routes, you are nothing if you aren't a 1K Flyer, and, even if you are 1K, you aren't that special. On Delta, though, I am only GM. I know I am not at the top of the food chain (but I hope to be next year), yet, I have not yet sat in coach on eligible flights this year (I've had some L-fares and webfares. I knew I wasn't going to upgrade these, so I was ok with that. Luckily, I have upgraded one L-fare at the gate).
I have a very good friend who lives in SFO. While he is also a 1K, he tells great stories from US Airways as he is a Chairman's Preferred with them, going to PHL every week or thereabouts. Since there are fewer C.P.'s than 1K (not even close), US can offer much better treatment. Same with Continental and Delta, and to a much lesser extent, American.
Cheers,
the globespanner