One of the nice things about NW and CO is that they codeshare a lot and have essentially recriprocal mileage programs. You may be able to get certain bonuses in one program or the other if you're flying on "home" airline metal, but otherwise you'll earn 150% EQMs and banked miles and full elite mielage bonuses in either program for flying paid business class on either metal (or a mix thereof).
NW only flies to GUM via NRT, KIX and NGO. The "NW" flight via HNL is a CO metal codeshare.
CO flies to GUM via HNL or NRT. They also fly to GUM from a bunch more cities around the Pacific (GUM is the CO Micronesia hub), but none are good connections from the Con-US, unless you're looking to make this a seriously roundabout MR.
Generally you want to stay away from narrowbodies, where "business class" is a domestic-style First seat with better food. That means avoiding the NW 757s that fly KIX-GUM and NGO-GUM and the CO 738s that fly most GUM routes.
So what are the good options?
NW flies a 742 on NRT-GUM. NW's 742s have NW's "classic" World Business Class, which many over on the NW board (as well as my mother) prefer to NW's "new" WBC found on the A330s and 744s. The "classic" seats are better cushioned and have a better cradle position, but lack AVOD IFE and the seats don't lie "flat" (which in NW/CO parlance means "almost 180 degrees but not parallel to the floor"). Some of the 742s also still have the old NW Int'l First config on their upper deck, where you have essentially the same seat and service, but even better pitch.
CO flies 767s on both NRT-GUM and HNL-GUM. I believe there is a 764 on HNL-GUM some days, which is one of CO's best planes, but the 762 should be good, too. These will be roughly equivalent to NW in terms of both service and seat quality. I'm not sure if the CO Mike 762s have the "lie-flat" BusinessFirst seats found in other CO 767s, but if they do, they're nice seats, simialr to NW's "new" WBC, but without the AVOD IFE.
If you decide to go via HNL, CO's 767 BusinessFirst product from EWR and IAH is generally superior to NW's "first class" product. NW flies a DC-10 with "classic" WBC seats (but dometic First service) from MSP, but otherwise NW flies 753s with domestic First seats and service to HNL. If you do take CO via IAH and HNL, beware of the "direct" IAH-(HNL)-GUM flight, where you'll earn about 250 fewer miles because "direct" flights count as if they were nonstop for mileage purposes.
If you decide to go via NRT, it's pretty much a toss-up. The service and seat on CO's 777s from EWR and IAH are not all that different from that on NWs 744s from DTW and MSP.
In the end, I'd say it's mainly a question of priorities: travel time vs. desire to try out different kinds of planes vs. desire to earn maximum miles vs. whether you prefer a harder "lie-flat" seat or a softer "cradle" seat and on which portion of the journey.
You might even want to try mixing up your journey: going via HNL one way and NRT the other.