I can't imagine being a very frequent flyer and not sticking mostly to the carrier/alliance at your airport that gets you the most places you need to get to with the best schedule, the least hassle, and the best chance of IRROPs recovery. The differences between the legacy carriers IMHO can't override convenience. I was a CO FF at IAH and had planned on switching to UA when moving back to Hawaii in 2012. I guess CO and UA got wind of my plans and made the transition easy by merging at exactly the right time