Also, if you decide on Northwest and/or Continental, you will probably want to consider getting an AMEX Platinum Card (If you are eligible, 10 year AMEX member or $5000 in charges in the past year and member for at least a year). The card includes access to any Northwest or Continental lounge when flying that airline.

Also note, that I believe most clubs have rules that only allow you to use the clubs when you are traveling that particularly airline on that particular day, though I have not heard of many instances of those rules actually being enforced.