You should try to get to mid level on at least one program. Maybe both if you want to fly the miles instead of segments for some long hauls and it makes sense for you. If you concentrated on United for international, and Continental for domestic, you could take advantage of the best of both programs. 100% mileage bonuses, lounge access on UA internationally, complimentary upgrades on CO domestically. You might have to start reading the mileage run forum.