You might want to have America West give you an Elite Match, as PHX is the airline's hub and there's lots of good specials out of there. They also have non-stop service to the east coast, unlike NW. Also, you receive 3000 miles on tickets purchased on their web site (through 12/31/02).
In my mind, the biggest benefit of elite membership is not having to wait in line. In PHX, there is also an elite security line that saves time....