Hi! Welcome to FT!

A couple of things for you:

Is there a reason you don't want an airline credit card? You don't even have to use it, but you usually get good sign-up bonuses. Be sure to visit PGary's site (In fact, I'd bookmark it and check it daily for updates.) for sign-up bonuses.

The lounges are a wonderful deal. They'll save your life when your flight is cancelled or delayed. You do get a discount depending on your status and, depending on how many miles you have, it may or may not be worth it to burn miles to get membership. Also, if you have or are thinking about getting an American Express Platinum card, you get "day of travel" access to the Admiral's Lounges. It is generally agreed upon that the employees at the lounges are among the best in the system. I don't think AA has a club at Midway, and I don't know about UA.

Remember that once you get elite status on UA, you will be eligible for free upgrades to their Economy Plus section (E+), which has more legroom.

Mileage runs: If you are close to crossing a mileage threshold for elite status (25k, 50k or 100k), it's worth doing a mileage run, which is a flight you take just to earn miles. Look for fares out of MDW that overlap with routes that Southwest flies, since these fares will often be cheaper.

Have fun!
Mike