If you're flying domestically then get NW's program and then you can fly on AS, DL, CO and NW and keep all of your miles in the same program. Also, when flying domestically, you get upgraded automatically on CO and NW. No messing around with buying certs, using certs or sitting in the back staring at open seats up front. They will just upgrade you whenever they can based on status.

The lounges for CO, NW and AS are MUCH better than UA or AA. Both of the latter charge you a 'nominal fee' for drinks. By this they mean full bar price.

For international travel, the UA or AA programs offer better upgrade opportunities. Both give SWU's for for those who fly a LOT. If international flights and 100k miles a year is what you plan to be doing then AA or UA is your ticket.