I knew that CO and DL are both members of the "SkyTeam" Alliance but it still seems like I can either have the miles added to only one or the other. I am still new to the whole miles game but because they are each part of an alliance does it matter where I have the miles?

My next flight home is on CO whom I have no miles with at this time. I do have ~30,000 with DL and was thinking about putting the miles their just to keep them all with the same airline.

Should I add my CO OnePass number onto my ticket so that the points get added automatically, or wait and give them my DL Mileage Plus number at the gate so that they get added to my DL miles?

Thanks for helping the newb!