If you are in Columbus, you would be best to go with Continental. America West has a hub there and you have direct flights. You earn CO or NW miles on HP. Secondly, when you fly CO you could back track to Newark for transcontinental flights. Many of the big carriers otherwise have ATRs out of Columbus and NW has DC9s connecting in Detroit. Besides, CO has one of the best elite programs and very good bonus miles opportunities.
However, if you travel internationally like I do, you would be better off with AA. Their reach and global alliance is wonderful and easier to understand than UA and Star Alliance. Only familiar with AA Regional Jet service to DCA from Columbus.
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"Fly me to the moon and let me earn alot of miles."