Three airlines come to mind initially. Each has its pros and cons.

1) United - with nonstop flights to its hub in Denver and connections to many western US and Canadian cities, you can probably get to most of your destinations. Except for the occasional really bad storms in the winter, DEN is actually a pretty good airport for connections. Also, UA has nonstops to SFO and LAX with additional connections possible there up and down the west coast, providing many additional options and alternatives, especially with the DEN weather gets bad.

2) Northwest - similar to United with its hub in MSP. Again, winter weather can be bad for connections. Upgrades seem more generous than on UA for elite levels but the quality of 1st class is not as good (according to most people I've talked with). With its code-sharing and reciprocal mileage accural with DL and CO, NW offers many additional options.

3) USAir - With the merger with America West, US has numerous nonstops to PHX and LAS and connections to many cities from both of those. Winter weather is rarely a problem in either of these two hubs. On the downside, many would argue that US is one of the least reliable of the major carriers in terms of delays and cancelled flights. US still has a reciprocal mileage agreement with UA, so you can fly both of them and collect miles in whichever seems preferable. It's not clear how long this reciprocity will go on now, given the merger with HP, since the main purpose was to give UA fliers more east coast choices and US fliers more west coast options. US is now a more direct competitor with UA.

I'm sure others would have many other good ideas.