Go for the maximum level you can get - AA Platinum or UA PremEx, I'd say UA - anyhow, after you get one, you can get the other airlines to comp you one of those lower levels incase you get stuck on one of their flights. Even at 25K, it's better than No "K". I've been able to have CO, US, TWA, AA & DL all comp me differing flying levels based solely on my flying with United.
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Ken in Sacramento