It was a couple of years ago, but I made a big switch from AA to UA when my destinations that I needed direct access too changed. At the time all I needed to do to "transfer" my status was to FAX a photocopy of my FT card from AA to UA and they matched the status level. It was quick and painless. You should call AA (or whichever one you settle on) and ask them if they'll match your status to win your business.

-dwx