It all depends on your values. I fly AA almost exclusively because they get me anywhere I need to go via DFW.
AA will not match your EXP status, but you can do a challenge for PLT. Do a search on it. It is very easy.
I like CO as well, because they have newer and cleaner planes and a lounge in SAT.
Why do you have to change your mailing address? Keep it in Asia and get everything sent to you via email.

AA often has great deals to ORD ($128RT right now) and is pretty competitively priced out of SAT
Forget DL. Their non-stop to ATL is the only one and runs you routinely $400+ for a 2 hour jump.
Also, think about cancellations and alternatives. Neither NW or DL, UA, F9 have a large base in SAT, so if they have problems with one plane you are screwed.

My reco is NW if you can retain your benefits or chose between AA and CO