I'd encourage you to stick with Continental, particularly if you fly a lot. If you hit 50,000 miles (or elite qualification miles), you'll get complimentary membership in the Presidents Club; it allows you to access the clubs belonging to Northwest and Delta. You can also visit the clubs of airlines like flyBE. I also use KLM and Air France clubs, but I can't remember if that's because I fly BusinessFirst or because I am in the Presidents Club. Granted, it's really tailored to people that fly to the US a lot, but if you fit the bill, it's worth considering!