I've been doing the ex-EU flights for a few years now and have managed to fly segments on AA, BA, AY, and IB. BA is of course best for earning with AS, but you don't have to fly BA. I've done a few TATL on AY metal, but with a BA code with the advantage being more miles and easier connections at HEL. Just try to avoid the overnights at HEL in the winter unless you like the cold! Watch the premium fares subforum of the mileage run forum for deals, but generally the cheap starting locations are BUD, SOF, Italy, Spain with the occasional sale out of AMS, CDG, or DUB usually with a 180-day advance purchase. The key is to do an open-jaw on the EU locations to save on fuel.