I was planning on putting together my first mileage run. I would like to start out fresh and given my city of Cleveland we have CO as the major AirL as well as a few others(Delta, Southwest, AA, the usual suspects).

Taking that into account, which airline would be the best to start out earning miles where I could maximize my earnings quickly while benifiting from the airL best upgrades down the road. I ask because I usually just book and go, not worrying about miles, ect. But I am going to be traveling a ton more for business, and would like to get a good start on doing it the right way.