I try to stick with AA, where I have a good chance of making Platinum this year, but there are times it just didn't make sense. Because of pretty steep fare differences, I took other airlines to MIA and SJU this year- a lot of miles from MCI. I'm also bypassing AA for a vacation to Scotland because the fares were too high and by taking CO I can avoid transferring in LHR, which is probably about the worst sirport for international connections I've ever experienced.
But, venturing outside of AA hasn't been all bad. Sometimes I get fed on domestic flights and I've actually encountered FAs who pass through the aisles MULTIPLE times during a medium-length domestic flight with beverage service. Remarkable.