Judging from my previous encounters with you, KatW, you, like me, have simple tastes: you like the best...
I know that you're not on a student's budget, and that you like to travel in comfort, so your retrospective self-assessment may be right: in your case it may have been better to spent the extra time and money in order to gain PremEx benefits for the coming year.
However, I am not a United ff, so perhaps others can shed light on the relative benefits of PremEx vs Premier, and whether it truly would have been worth it. Since you are interested in all airlines, I can say that getting elite (i.e. Silver vs Blue) membership on British Airways is *definitely* worth it - easy check-in, lounge access and discretionary upgrades being the big carrots in terms of comfort (there is also mileage bonus, etc)
Of course, the higher up the elite ladder you go on any airline, the better things get, but in my opinion, leaping that first hurdle away from the common horde is well worth doing...