it all depends which airports/hubs you're using.

one difference I learned about recently btwn NW and DL is that if (God forbid) you die without using all of your miles, your heirs would not get any miles you earned from NW (or UA/US for that matter either)

I checked the DL website and confirmed that they don't do this (nor does CO, not sure about AA)

(may or may not an issue depending on your age/whether or not you have a job that puts your life in danger on a regular basis)