Since you are obviously a newbie at this, it is worth mentioning to you that one of the principle advantages of these alliances is that you can fly on any airline in the alliance, and credit your FF miles to some other airline in the alliance.

So, in your case, if you concentrate on the United MileagePlus FF program, you can also take flights on US Air (another Star Alliance member), and use your United FF #, and credit that mileage to your United Account. That way, you get all the miles in one place, getting to elite status faster, and getting to award levels faster.

(This assumes, of course, that US Air continues to be part of the StarAlliance, if there is a Delta merger. Who knows.)

Then, for redemptions, you can look for award seats on United, US Air, and the other Star Alliance member airlines to Asia and Europe.