Although I have seen nothing in print on this, it's a bad idea to accumulate ff miles on one domestic airline if your intention is to use these miles on another domestic airline. Inventory is tight enough and, from what I can tell and what I've heard, EVERY U.S. airline gives better inventory to its own members than it makes available to its "partners." See, for example, my above story about trying to find UA seats using US miles.

I'm not sure the same "rule" applies regarding accumulating US miles for a FOREIGN airline.