Unless you're going to be doing JFK-SFO a lot, I'd say skip UA. With the exception of the ps routes (JFK-LAX and JFK-SFO), UA doesn't really have anything going for it in NYC any more.

DL, AA and CO are all better options. From Westchester you'll have to cross the Hudson to get to EWR for CO, so DL and AA are probably better choices. If you're flying enough to get Plat on DL and Gold on NW, I'd say spread yourself between DL and AA. And you can always credit CO and NW flights to DL.

But some more info would also help. Is your flying entirely in coach or is some in first/business? Refundable or nonrefundable fares? What do you want most out of the FF program? Redeem miles for int'l flights/upgrades? Domestic elite upgrades?