If you stick with one airline all the time, you're screwed because you'll end up having to pay whatever the airline wants to get where you need to go. People argue about how this codeshare/alliance stuff hurts competition, but at least for the frequent flier (as I suspect you all are) with the SkyTeam stuff, you do have a choice and not lose any ground in the game to earn elite mileage. That seems to help competition if you ask me and not let one airline have a monopoly on your business.
I don't understand how people survive flying just one airline all the time, unless you have a fixed destination or someone else is footing the bill.
So that being said, wouldn't you want to get elite benefits on DL too? Assuming there was a DL fare $100 cheaper and you were just elite on NW? Wouldn't it just be nice to have? I can't see an influx of one elite to another airline either way unless one carrier just has a fire sale on fares, but they're all pretty close to the same - NW, CO, and DL - at least in my neck of the woods. At least the alliance gives us choices. I know there are a lot of anti-DL folks on NW, but if it came to saving $100, I think I could just bite my lip and tolerate it until I got there.
Another thing, NW just doesn't go everywhere I need to go, nor does DL. What are you going to do, pay the extra cost to get a ticket on NW but have to fly another carrier's plane for the sake of giving your patronage to NW?