A CO/NW pass will get you into CO/NW/DL/AS clubs. Also, the CO/NW/AS
and DLs CR 
clubs will actually get you a drink. Other clubs, such as AA or UA, are pretty much a joke and make you pay a 'nominal fee' AKA full bar price for this. Both airlines have FF programs which pretty much limit the benefits for domestic fliers and focus their efforts on their international ones.
I'd suggest getting a NW membership and stick to flying NW/CO/AS/Delta. That should give you enough major airlines who are partners to work on elite status, getting miles into one program and not waste money on a lounge membership that will screw you out of $5 every time you want a beer.